Testing serial correlation in single index models

DOI10.1080/03610918.2013.800878zbMATH Open1328.62528OpenAlexW2015054348MaRDI QIDQ5259146FDOQ5259146

Authors: Jianbo Li, Riquan Zhang, Lin Liu, Yuanyuan Wang, Zhensheng Huang 

Publication date: 24 June 2015

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2013.800878

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zbMATH Keywords

serial correlationempirical likelihoodsingle index model\(B\) spline

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12)

Cites Work

• Empirical likelihood ratio confidence regions
• Optimal smoothing in single-index models
• Empirical likelihood for linear models
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Semiparametric Estimation of Index Coefficients
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
• Testing serial correlation in semiparametric varying coefficient partially linear errors-in-variables model
• Testing serial correlation in semiparametric panel data 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
• Asymptotic theory for partly linear models
• Testing Serial Correlation in Semiparametric Time Series Models
• Locally robust tests for serial correlation in least squares regression
• Testing Serial Correlation in Semiparametric Varying-Coefficient Partially Linear Models

Cited In (2)

• Zero finite-order serial correlation test in a partially linear single-index model
• Estimation on the single index models with \({\text{AR}}\left( q \right)\) serial correlated error

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