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

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)

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• Testing Serial Correlation in Partial Linear Errors-in-Variables Models Based on Empirical Likelihood
• Testing Serial Correlation in Semiparametric Time Series Models
• Testing for serial correlation in multivariate regression models
• Testing serial correlation in semiparametric panel data models
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• 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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