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Double Autocorrelation in Two Way Error Component Models

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DOI: 10.4236/ojs.2011.13022    3,708 Downloads   6,687 Views   Citations

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.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

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.

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