Testing serial correlation in linear measurement error models

zbMATH Open1150.62465MaRDI QIDQ3500533FDOQ3500533

Authors:

Publication date: 3 June 2008

Recommendations

• Testing Serial Correlation in Partially Linear Additive Errors-in-variables Models
• Testing serial correlation in partially linear single-index errors-in-variables models
• Testing Serial Correlation in Partial Linear Errors-in-Variables Models Based on Empirical Likelihood
• Testing serial correlation in semiparametric varying coefficient partially linear errors-in-variables model
• Testing Serial Correlation in Semiparametric Varying-Coefficient Partially Linear Models

zbMATH Keywords

structural model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)

Cited In (8)

• Title not available (Why is that?)
• Testing serial correlation in partially linear single-index errors-in-variables models
• Title not available (Why is that?)
• Estimating Serial Correlation by Visual Inspection of Diagnostic Plots
• Testing serial correlation in semiparametric varying coefficient partially linear errors-in-variables model
• Title not available (Why is that?)
• On testing for serial correlation in large numbers of small samples
• The likelihood function and a test for serial correlation in a disequilibrium market model

This page was built for publication: Testing serial correlation in linear measurement error models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3500533)