Testing serial correlation in single index models

DOI10.1080/03610918.2013.800878MaRDI QIDQ5259146zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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

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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