Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model

DOI10.1016/J.SPL.2008.01.012MaRDI QIDQ945802zbMATH OpenOpenAlexFDO

Authors Feng Liu, Xuemei Hu, Zhizhong Wang

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

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)

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Cites work

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• scientific article; zbMATH DE number 1347886 (Why is no real title available?)
• scientific article; zbMATH DE number 472973 (Why is no real title available?)
• Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models
• Asymptotic normality of parametric part in partially linear models with measurement error in the nonparametric part
• Asymptotic theory for partly linear models
• Confidence Interval Estimation of Survival Probabilities for Censored Data
• Empirical likelihood
• Empirical likelihood confidence region for parameter in the errors-in-variables models.
• Empirical likelihood for linear models
• Empirical likelihood for semiparametric varying-coefficient partially linear regression models
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
• Estimation in a semiparametric partially linear errors-in-variables model
• Estimation in partial linear EV models with replicated observations
• Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model
• On parameter estimation for semi-linear errors-in-variables models
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Testing Serial Correlation in Semiparametric Time Series Models
• Testing for serial correlation in multivariate regression models
• Testing serial correlation in semiparametric panel data models

Cited in

(9)

• Zero finite-order serial correlation test in a partially linear single-index model
• Asymptotic behaviour of the portmanteau tests in an integer-valued AR model
• Semiparametric empirical likelihood tests in varying coefficient partially linear models with repeated measurements
• Testing serial correlation in partially linear single-index errors-in-variables models
• Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models
• Testing Serial Correlation in Partially Linear Additive Errors-in-variables Models
• Testing serial correlation in semiparametric varying coefficient partially linear errors-in-variables model
• Strong consistency rates for the estimators in a heteroscedastic EV model with missing responses
• Testing serial correlation in semiparametric varying-coefficient partially linear EV models

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