OJS  Vol.1 No.3 , October 2011
Double Autocorrelation in Two Way Error Component Models
Abstract: In this paper, we extend the works by [1-5] accounting for autocorrelation both in the time specific effect as well as the remainder error term. Several transformations are proposed to circumvent the double autocorrelation problem in some specific cases. Estimation procedures are then derived.
Cite this paper: nullJ. Brou, E. Kouassi and K. Kymn, "Double Autocorrelation in Two Way Error Component Models," Open Journal of Statistics, Vol. 1 No. 3, 2011, pp. 185-198. doi: 10.4236/ojs.2011.13022.

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