Double Autocorrelation in Two Way Error Component Models

• 作者: Eugene Kouassi J. M. Bosson Brou Kern O. Kymn
• 来源期刊: 统计学期刊(英文)
• 学科: 医学
• 关键词: TWO WAY Random Effect Model DOUBLE AUTOCORRELATION GLS FGLS
• 年，卷（期）: 2011,（3）
• 页码范围: 185-198
• 页数: 14页
• 分类号: R73

摘要

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.