A note on S2 in a spatially correlated error components regression model for panel data

A note on S2 in a spatially correlated error components regression model for panel data

The ordinary least squares based estimator of the disturbance variance in a panel regression model with spatially correlated error component is shown to be asymptotically unbiased and weakly consistent without any restrictions on the regressor matrix.

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Economics letters 2008-10, Vol.101 (1), p.41-43
Hauptverfasser: Lee, Jaejun, Song, Seuck Heun
Format: Artikel
Sprache:eng
Schlagworte:
Error
Panel data
Regression analysis
Spatial correlation errors Panel data OLSE Asymptotic unbiasedness Consistency
Spatial models
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:The ordinary least squares based estimator of the disturbance variance in a panel regression model with spatially correlated error component is shown to be asymptotically unbiased and weakly consistent without any restrictions on the regressor matrix.
ISSN:0165-1765
1873-7374
DOI:10.1016/j.econlet.2008.04.003