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

被引：0
|
作者：
Xuemei Hu
Feng Liu
Zhizhong Wang
机构：
[1] Chongqing Technology and Business University,Mathematics and Statistics College
[2] Chongqing Institute of Technology,School of Mathematics and Physics
[3] Central South University,School of Mathematics and Computing Technology
来源：
Journal of Systems Science and Complexity | 2009年 / 22卷
关键词：
Asymptotic normality; local linear regression; measurement error; modified profile least squares estimation; partial linear model; testing serial correlation; varying coefficient model;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The authors propose a VN, p test statistic for testing finite-order serial correlation in a semiparametric varying coefficient partially linear errors-in-variables model. The test statistic is shown to have asymptotic normal distribution under the null hypothesis of no serial correlation. Some Monte Carlo experiments are conducted to examine the finite sample performance of the proposed VN, p test statistic. Simulation results confirm that the proposed test performs satisfactorily in estimated size and power.
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页码：483 / 494
页数：11
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