Testing Serial Correlation in Partially Linear Single-Index Errors-in-Variables Models

DOI10.1080/03610926.2010.489174zbMath1216.62143OpenAlexW1965861315MaRDI QIDQ3017866

Guofu Wang, Zhi-Zhong Wang, Xiao Hui Liu, Xue-Mei Hu

Publication date: 20 July 2011

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.489174

zbMATH Keywords

empirical likelihoodlocal linear regressionerrors-in-variables modelspartially linear single-indextesting serial correlation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05)

Related Items (5)

Assessing white noise assumption with semi-parametric additive partial linear models ⋮ Estimation in Partially Linear Single-Index Models with Missing Covariates ⋮ 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 Single Index Models

Uses Software

• R

Cites Work

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