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OLS-Based Estimation of the Disturbance Variance Under Spatial Autocorrelation

  • Walter Krämer
  • Christoph Hanck

Keywords

Linear Regression Model Relative Bias Disturbance Vector Small Sample Property Spatial Autoregressive Model 
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References

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Copyright information

© Physica-Verlag Heidelberg 2008

Authors and Affiliations

  • Walter Krämer
    • 1
  • Christoph Hanck
    • 1
  1. 1.Department of StatisticsUniversity of DortmundDortmundGermany

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