Efficiency of the ordinary least squares estimator for regressions on two-dimensional grids with sinusoidal regressors and spatially correlated errors

Efficiency of the ordinary least squares estimator for regressions on two-dimensional grids with sinusoidal regressors and spatially correlated errors

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Article ID: iaor20032575
Country: Germany
Volume: 56
Issue: 3
Start Page Number: 247
End Page Number: 258
Publication Date: Jan 2002
Journal: Metrika
Authors:
Abstract:

For spatial regressions with sinusoidal surfaces, the ordinary least squares estimator is shown to be asymptotically as efficient as the generalized least squares estimator in that the covariance matrices of the two estimators have the same nontrivial limit under the same normalization.

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