1. Additional readings on GLS can be found in the econometric texts cited in the Preface.
2. Anselin, L. (2001), “Spatial Econometrics,” Chapter 14 in B.H. Baltagi (ed.) A Companion to Theoretical Econometrics (Blackwell: Massachusetts).
3. Anselin, L. (1988), Spatial Econometrics: Methods and Models (Kluwer: Dordrecht).
4. Anselin, L. and A.K. Bera (1998), “Spatial Dependence in Linear Regression Models with an Introduction to Spatial Econometrics,” in A. Ullah and D.E.A. Giles (eds.) Handbook of Applied Economic Statistics (Marcel Dekker: New York).
5. Balestra, P. (1970), “On the Efficiency of Ordinary Least Squares in Regression Models,” Journal of the American Statistical Association, 65: 1330–1337.