Name
Title | ||
|---|---|---|
Testing serial correlation in semiparametric varying coefficient partially linear errors-in-variables model. |
Abstract | ||
|---|---|---|
The authors propose a V
N, 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 V
N, p
test statistic. Simulation results confirm that the proposed test performs satisfactorily in estimated size and power. |
Year | DOI | Venue |
|---|---|---|
2009 | 10.1007/s11424-009-9180-8 | J. Systems Science & Complexity |
Keywords | Field | DocType |
modifled proflle least squares estimation,varying coe-cient model.,asymptotic normality,varying coefficient model,testing serial correlation,local linear regression,measurement error,partial linear model,modified profile least squares estimation,serial correlation | Errors-in-variables models,Normal distribution,Mathematical optimization,Monte Carlo method,Test statistic,Simple linear regression,Coefficient of determination,Statistics,Mathematics,Autocorrelation,Asymptotic distribution | Journal |
Volume | Issue | ISSN |
22 | 3 | 15597067 |
Citations | PageRank | References |
2 | 0.57 | 1 |
Authors | ||
6 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| xuemei | 1 | 2 | 0.57 |
| hu | 2 | 2 | 0.57 |
| feng | 3 | 2 | 0.57 |
| liu | 4 | 2 | 0.57 |
| Zhizhong Wang | 5 | 49 | 6.30 |
| Zhizhong Wang | 6 | 49 | 6.30 |