The equality of OLS and GLS estimators in the linear regression model when the disturbances are spatially correlated
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Publication:5944072
DOI10.1007/s003620100054zbMath0999.62039MaRDI QIDQ5944072
Publication date: 3 December 2002
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2003/4823
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Cites Work
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- Another twist on the equality of OLS and GLS
- Matrix Analysis
- Spatial Autocorrelation Among Errors and the Relative Efficiency of OLS in the Linear Regression Model
- When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach
- On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models