Estimation and testing in an autocorrelated linear regression model with decomposed error term: the case of two AR(1) components

Sarkar, Nityananda2011-01-122011-01-121985Sankhya; Series B, V47A, P144-157http://hdl.handle.net/10263/844Composite error termAutocorrelationBartlett's testEstimation and testing in an autocorrelated linear regression model with decomposed error term: the case of two AR(1) componentsArticle