Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Anselin L (2001) Rao’s score test in spatial econometrics. Journal of Statistical Planning and Inference 97(1):113-139
Anselin L, Florax R (1995) Small sample properties of tests for spatial dependence in regression models: Some further results. In: L. Anselin and R. Florax (eds) New Directions in Spatial Econometrics. Springer, Berlin
Case A (1992) Neighborhood Influence and Technological Change. Regional Science and Urban Economics 22(2):491-508
Dufour JM (1986) Bias of s2 in Linear Regression with Dependent Errors. The American Statistican 40(4):284-285
Horn RA, Johnson CR (1985) Matrix Analysis. Cambridge University Press
Kelejian HH, Prucha IR (1999) A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model. International Economic Review 40(2):509-533
Kelejian HH, Prucha IR (2002) SLS and OLS in a spatial autoregressive model with equal spatial weights. Regional Science and Urban Economics 32(6):691-707
Kelejian HH, Prucha IR, Yuzefovich Y (2006) Estimation Problems in Models with Spatial Weighting Matrices Which Have Blocks of Equal Elements. Journal of Regional Science 46(3):507-515
Kiviet J, Krämer W (1992) Bias of s2 in the Linear Regression Model with Autocorrelated Errors. The Review of Economics and Statistics 74 (2):362-365
Krämer W (1991) The Asymptotic Unbiasedness of S 2 in the Linear Regression Model with AR(1)-Disturbances. Statistical Papers 32 (1):71-72
Krämer W, Berghoff S (1991) Consistency of s2 in the Linear Regression Model with Correlated Errors. Empirical Economics 16(3):375-377
Krämer W, Donninger C (1987) Spatial Autocorrelation Among Errors and the Relative Efficiency of OLS in the Linear Regression Model. Journal of the American Statistical Association 82(398):577-579
Lee LF (2004) Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models. Econometrica 72 (6):1899-1925
Ord K (1975) Estimation Methods for Models of Spatial Interaction. Journal of the American Statistical Association 70(349):120-126
Sathe S, Vinod H (1974) Bounds on the Variance of Regression Coeffi-cients due to Heteroscedastic or Autoregressive Errors. Econometrica 42 (2):333-340
Watson G (1955) Serial Correlation in Regression Analysis I. Bio-metrika 42(3/4):327-341
Whittle P (1954) On Stationary Processes in the Plane. Biometrika 41(3/4):434-449.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2008 Physica-Verlag Heidelberg
About this chapter
Cite this chapter
Krämer, W., Hanck, C. (2008). OLS-Based Estimation of the Disturbance Variance Under Spatial Autocorrelation. In: Recent Advances in Linear Models and Related Areas. Physica-Verlag HD. https://doi.org/10.1007/978-3-7908-2064-5_19
Download citation
DOI: https://doi.org/10.1007/978-3-7908-2064-5_19
Publisher Name: Physica-Verlag HD
Print ISBN: 978-3-7908-2063-8
Online ISBN: 978-3-7908-2064-5
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)