Testing Serial Correlation in Partial Linear Errors-in-Variables Models Based on Empirical Likelihood

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.