principal components with autocorrelation

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1 total messages Started by Ed Bassin - Sociology;S23679 Wed, 29 Jul 1992 17:04

#134

Author: Ed Bassin - Sociology;S23679
Date: Wed, 29 Jul 1992 17:04

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I need a reference (and hopefully some software) for computing principal
components wiht autocorrelated (panel) data.  If anyone knows of such a 
citation, I would be very appreciative.  Thanks.

Ed Bassin

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