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

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.