Testing serial correlation in semiparametric varying coefficient partially linear errors-in-variables model

DOI10.1007/s11424-009-9180-8zbMath1185.62088OpenAlexW2043018523MaRDI QIDQ967998

Feng Liu, Xue-Mei Hu, Zhi-Zhong Wang

Publication date: 3 May 2010

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-009-9180-8

zbMATH Keywords

asymptotic normalitymeasurement errorlocal linear regressionpartial linear modelvarying coefficient modeltesting serial correlationmodified profile least squares estimation

Mathematics Subject Classification ID

Related Items (5)

The effect of corporate governance on debt financing cost of listed companies ⋮ Testing for error correlation in partially functional linear regression models ⋮ Zero finite-order serial correlation test in a partially linear single-index model ⋮ Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models ⋮ Testing Serial Correlation in Single Index Models

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