Quasi-generalized least squares regression estimation with spatial data

C-Tier
Journal: Economics Letters
Year: 2017
Volume: 156
Issue: C
Pages: 138-141

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We use a particular quasi-generalized least squares (QGLS) approach to study a linear regression model with spatially correlated error terms. The QGLS estimator is consistent, asymptotically normal, computationally easier than GLS, and it appears to not lose much efficiency. A variance–covariance estimator for QGLS, which is robust to heteroskedasticity, spatial correlation and general variance–covariance misspecification is provided.

Technical Details

RePEc Handle
repec:eee:ecolet:v:156:y:2017:i:c:p:138-141
Journal Field
General
Author Count
2
Added to Database
2026-01-29