Test for serial correlation in nonparametric regression models

MaRDI QIDQ3516601zbMATH OpenFDO

Authors Jiao Jin

Publication date 6 August 2008

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)

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(10)

• A jackknife empirical likelihood ratio test for serial correlation of predictive regression model
• scientific article; zbMATH DE number 2119956 (Why is no real title available?)
• A TEST OF AUTOCORRELATION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM
• scientific article; zbMATH DE number 777922 (Why is no real title available?)
• 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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