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

被引：6
|
作者：
Hu, Xuemei [1 ]
Liu, Feng [2 ]
Wang, Zhizhong [3 ]
机构：
[1] Chongqing Technol & Business Univ, Math & Stat Coll, Chongqing 400067, Peoples R China
[2] Chongqing Inst Technol, Sch Math & Phys, Chongqing 400050, Peoples R China
[3] Cent S Univ, Sch Math & Comp Technol, Changsha 410075, Hunan, Peoples R China
来源：
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY | 2009年 / 22卷 / 03期
基金：
中国国家自然科学基金;
关键词：
Asymptotic normality; local linear regression; measurement error; modified profile least squares estimation; partial linear model; testing serial correlation; varying coefficient model; AUTOCORRELATION; PARAMETER;
D O I：
10.1007/s11424-009-9180-8
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
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.
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页码：483 / 494
页数：12
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