Double Autocorrelation in Two Way Error Component Models
J. M. Bosson Brou, Eugene Kouassi, Kern O. Kymn
DOI: 10.4236/ojs.2011.13022   PDF    HTML   XML   4,132 Downloads   7,404 Views   Citations


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.

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J. 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.

Conflicts of Interest

The authors declare no conflicts of interest.


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