Testing Serial Correlation in Partially Linear Additive Errors-in-variables Models. Issue 9 (20th October 2016)

• Record Type: Journal Article
• Authors: Yang, Jin; Guo, Shuang; Wei, Chuanhua
• Is Part Of: Communications in statistics. Volume 45:Issue 9(2016)
• Page Start: 3114
• Page End: 3127
• Publication Date: 2016-10-20
• Subjects: Empirical likelihood -- Error in variables -- Partially linear additive model -- Profile least-squares approach -- Serial correlation.; 62G05 -- 62G10.; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2014.920881
• Languages: English
• ISSNs: 0361-0918

Abstract

Abstract : This article considers testing serial correlation in partially linear additive errors-in-variables model. Based on the empirical likelihood based approach, a test statistic was proposed, and it was shown to follow asymptotically a chi-square distribution under the null hypothesis of no serial correlation. Finally, some simulation studies are conducted to illustrate the performance of the proposed method.