Abstract
The relative efficiency of the OLS-estimator in the linear regression model given spatially autocorrelated errors is considered. A theorem of Krämer and Donninger (1987) is shown to be wrong and a corrected proof of this result is given under an additional assumption.
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Tilke, C. The relative efficiency of OLS in the linear regression model with spatially autocorrelated errors. Statistical Papers 34, 263–270 (1993). https://doi.org/10.1007/BF02925546
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DOI: https://doi.org/10.1007/BF02925546