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Notes on a Multivariate Fay-Herriot Model with AR(1) Model Errors

Notes on a Multivariate Fay-Herriot Model with AR(1) Model Errors

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Notes on a Multivariate Fay-Herriot Model with AR(1) Model Errors

April 19, 2012

Written by:

William R. Bell

Introduction

Download Notes on a Multivariate Fay-Herriot Model with AR(1) Model Errors [PDF - <1.0 MB]

This paper presents notes on a multivariate Fay-Herriot (FH) model.

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