Efficiency of the OLSE for regressions on two-dimensional grids with sinusoidal regressors and spatially correlated errors
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Title
- Efficiency of the OLSE for regressions on two-dimensional grids with sinusoidal regressors and spatially correlated errors
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Author(s)
- Shin, DW; Kim, DG; Kim, HJ
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Alternative Author(s)
- 김한준
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Publication Year
- 2002
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Abstract
- For spatial regressions with sinusoidal surfaces, the ordinary least squares estimator (OLSE) is shown to be asymptotically as efficient as the generalized least squares estimator (GLSE) in that the covariance matrices of the two estimators have the same nontrivial limit under the same normalization.
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ISSN
- 0026-1335
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URI
- https://sciwatch.kiost.ac.kr/handle/2020.kiost/5796
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DOI
- 10.1007/s001840100177
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Bibliographic Citation
- METRIKA, v.56, no.3, pp.247 - 258, 2002
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Publisher
- PHYSICA-VERLAG GMBH & CO
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Subject
- ORDINARY LEAST-SQUARES; MODEL
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Keywords
- efficiency; GLSE; OLSE; sinusoidal surface; spatial regression
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Type
- Article
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Language
- English
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Document Type
- Article
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