DOI QR코드

DOI QR Code

Asymptotic Properties of the Disturbance Variance Estimator in a Spatial Panel Data Regression Model with a Measurement Error Component

Lee, Jae-Jun

  • Received : 20100100
  • Accepted : 20100500
  • Published : 2010.05.31

Abstract

The ordinary least squares based estimator of the disturbance variance in a regression model for spatial panel data is shown to be asymptotically unbiased and weakly consistent in the context of SAR(1), SMA(1) and SARMA(1,1)-disturbances when there is measurement error in the regressor matrix.

Keywords

Asymptotic unbiasedness;consistency;measurement error;spatial panel

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