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

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dc.contributor.authorSarkar, Nityananda
dc.date.accessioned2011-01-12T10:22:27Z
dc.date.available2011-01-12T10:22:27Z
dc.date.issued1985
dc.identifier.citationSankhya; Series B, V47A, P144-157en_US
dc.identifier.urihttp://hdl.handle.net/10263/844
dc.subjectComposite error termen_US
dc.subjectAutocorrelationen_US
dc.subjectBartlett's testen_US
dc.titleEstimation and testing in an autocorrelated linear regression model with decomposed error term: the case of two AR(1) componentsen_US
dc.typeArticleen_US

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