Test for serial correlation in nonparametric regression models

zbMATH Open1150.62347MaRDI QIDQ3516601FDOQ3516601

Authors: Jiao Jin 

Publication date: 6 August 2008

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zbMATH Keywords

empirical likelihoodWilk's theoremtest for autocorrelation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Cited In (9)

• Title not available (Why is that?)
• A TEST OF AUTOCORRELATION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM
• Title not available (Why is that?)
• NONPARAMETRIC TESTS FOR SERIAL DEPENDENCE
• Empirical likelihood ratio test for serial correlation in additive models
• First-order serial correlation in seemingly unrelated regressions
• Detecting Dependencies in Smooth Regression Models
• Trend Function Hypothesis Testing in the Presence of Serial Correlation
• On a new test for autocorrelation in regression models under nonnormality

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