误差的空间自相关与线性回归模型中OLS的相对效率

Spatial Autocorrelation Among Errors and the Relative Efficiency of OLS in the Linear Regression Model

Journal of the American Statistical Association · 1987
被引 26
ABS 4

中文导读

研究了线性回归模型中误差存在空间自相关时,普通最小二乘法(OLS)的相对效率,对空间计量经济学研究者有参考价值。

Abstract

Walter Kramer, Christian Donninger, Spatial Autocorrelation Among Errors and the Relative Efficiency of OLS in the Linear Regression Model, Journal of the American Statistical Association, Vol. 82, No. 398 (Jun., 1987), pp. 577-579

计量经济学空间分析线性回归统计学