Efficiency of the OLS estimator in the vicinity of a spatial unit root
Martellosio, F (2011) Efficiency of the OLS estimator in the vicinity of a spatial unit root Statistics and Probability Letters, 81 (8). pp. 1285-1291.
Full text not available from this repository.Abstract
Previous results have indicated that the OLS estimator of the vector of regression coefficients can be nearly as efficient as the best linear unbiased estimator when the regression errors follow a spatial process with root in the vicinity of unity. Such results were derived under the assumption of a symmetric weights matrix, which simplifies the analysis considerably, but is very often not satisfied in applications. This paper provides nontrivial generalizations to the important case of nonsymmetric weights matrices. © 2011 Elsevier B.V.
Item Type: | Article | ||||||
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Divisions : | Surrey research (other units) | ||||||
Authors : |
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Date : | 1 August 2011 | ||||||
DOI : | 10.1016/j.spl.2011.03.030 | ||||||
Depositing User : | Symplectic Elements | ||||||
Date Deposited : | 16 May 2017 15:13 | ||||||
Last Modified : | 24 Jan 2020 14:09 | ||||||
URI: | http://epubs.surrey.ac.uk/id/eprint/818138 |
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