Back to Search
Start Over
Testing Serial Correlation in Partial Linear Errors-in-Variables Models Based on Empirical Likelihood
- Source :
- Communications in Statistics - Theory and Methods. 37:1905-1918
- Publication Year :
- 2008
- Publisher :
- Informa UK Limited, 2008.
-
Abstract
- In this article, we propose an empirical likelihood-based test to check the existence of serial correlation in partial linear errors-in-variables models. A nonparametric version of Wilk' theorem is derived, which says that our proposed test has an asymptotic chi-square distribution. Simulation results reveal that the finite sample performance of our proposed test is satisfactory in both size and power.
Details
- ISSN :
- 1532415X and 03610926
- Volume :
- 37
- Database :
- OpenAIRE
- Journal :
- Communications in Statistics - Theory and Methods
- Accession number :
- edsair.doi...........177de24096953befd2616fceeb0d824d