Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models (Q2816431): Difference between revisions

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+Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions
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+TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
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+Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models
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+Asymptotic theory for partly linear models
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+Optimal smoothing in single-index models
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+Efficient penalized estimating method in the partially varying-coefficient single-index model
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+Testing serial correlation in semiparametric varying coefficient partially linear errors-in-variables model
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+Testing Serial Correlation in Semiparametric Varying-Coefficient Partially Linear Models
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+Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
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+Locally robust tests for serial correlation in least squares regression
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+Testing for serial correlation in multivariate regression models
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+Testing serial correlation in semiparametric panel data models
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+Testing Serial Correlation in Semiparametric Time Series Models
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+Testing Serial Correlation in Partially Linear Single-Index Errors-in-Variables Models
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+Empirical likelihood ratio confidence regions
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+Empirical likelihood for linear models
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+ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
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+Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
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+Penalized Spline Estimation for Partially Linear Single-Index Models
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+Statistical inference in partially-varying-coefficient single-index model
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+Varying-coefficient single-index model
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+Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
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