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S. J. Prais and C. B. Winsten, “Trend Estimators and Serial Correlation,” Unpublished Cowles Commission Discussion Paper: Stat No. 383, Chicago, 1954.

has been cited by the following article:

• TITLE: Double Autocorrelation in Two Way Error Component Models

  AUTHORS: J. M. Bosson Brou, Eugene Kouassi, Kern O. Kymn

  KEYWORDS: Two Way Random Effect Model, Double Autocorrelation, GLS, FGLS

  JOURNAL NAME: Open Journal of Statistics, Vol.1 No.3, October 20, 2011

  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.