Zero finite-order serial correlation test in a partially linear single-index model

DOI10.1007/S11424-012-0033-5zbMATH Open1281.62101OpenAlexW2035709939MaRDI QIDQ394401FDOQ394401

Authors: Guofu Wang, Bo Li, Xiao Hui Liu, Xuemei Hu 

Publication date: 27 January 2014

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-012-0033-5

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zbMATH Keywords

empirical likelihoodasymptotic distributionszero finite-order serial correlation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

• Time series: theory and methods.
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• Testing serial correlation in semiparametric varying coefficient partially linear errors-in-variables model
• Adjusted empirical likelihood with high-order precision
• Testing serial correlation in semiparametric panel data models
• Testing for serial correlation in multivariate regression models
• Testing Serial Correlation in Partial Linear Errors-in-Variables Models Based on Empirical Likelihood
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• Asymptotic theory for partly linear models
• Testing Serial Correlation in Semiparametric Time Series Models
• Empirical likelihood confidence regions of the parameters in a partially linear single-index model
• Tests for nonparametric parts on partially linear single index models
• Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model

Cited In (2)

• Testing serial correlation in partially linear single-index errors-in-variables models
• Testing serial correlation in single index models

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