Testing Serial Correlation in Single Index Models

DOI10.1080/03610918.2013.800878zbMath1328.62528OpenAlexW2015054348MaRDI QIDQ5259146

Ri-quan Zhang, Lin Liu, Jianbo Li, Yuan Yuan Wang, Zhen-Sheng 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

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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

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