Testing for serial correlation in linear model with validation data. Issue 12 (18th June 2017)

• Record Type: Journal Article
• Authors: Liu, Feng; Tan, Xiangyong; Guo, Sitong; Kang, Xinmei
• Is Part Of: Communications in statistics. Volume 46:Issue 12(2017)
• Page Start: 6074
• Page End: 6084
• Publication Date: 2017-06-18
• Subjects: Empirical likelihood -- linear model -- serial correlation test -- validation data.; 97K80; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2015.1116580
• Languages: English
• ISSNs: 0361-0926

Abstract

ABSTRACT: In this paper, we investigate the testing for serial correlation in a linear model with validation data, then we apply the empirical likelihood method to construct the test statistic and derive the asymptotic distribution of the test statistic under null hypothesis. Simulation results show that our method performs well both in size and power with finite same size.