Testing serial correlation in semiparametric varying-coefficient partially linear EV models
DOI10.1007/S10255-006-6168-1zbMATH Open1135.62033OpenAlexW2040447697MaRDI QIDQ925987FDOQ925987
Authors: Xuemei Hu, Zhizhong Wang, Feng Liu 
Publication date: 26 May 2008
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-006-6168-1
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varying-coefficient modelempirical likelihoodgeneralized least squares estimationpartial linear EV model
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12)
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Cited In (6)
- Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model
- Testing Serial Correlation in Semiparametric Varying-Coefficient Partially Linear Models
- Testing serial correlations in semiparametric time-varying coefficient models
- Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models
- Testing serial correlation in semiparametric varying coefficient partially linear errors-in-variables model
- On Semiparametric EV Models with Serially Correlated Errors in Both Regression Models and Mismeasured Covariates
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