Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model
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Publication:945802
DOI10.1016/j.spl.2008.01.012zbMath1152.62057MaRDI QIDQ945802
Zhi-Zhong Wang, Feng Liu, Xue-Mei Hu
Publication date: 17 September 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.01.012
62G10: Nonparametric hypothesis testing
62H12: Estimation in multivariate analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
65C05: Monte Carlo methods
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