A Note on Testing Serial Correlation in Partially Linear Additive Measurement Error Models

  •  Jing Li    
  •  Xueyan Li    


The paper considers the problem of testing error serial correlation of partially linear additive measurement error model. We propose a test statistic and show that it converges to the standard chi-square distribution under the null hypothesis. Finally, a simulation study is conducted to illustrate the performance of the test approach.

This work is licensed under a Creative Commons Attribution 4.0 License.
  • ISSN(Print): 1916-9795
  • ISSN(Online): 1916-9809
  • Started: 2009
  • Frequency: bimonthly

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