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


  •  Jing Li    
  •  Xueyan Li    

Abstract

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(Onlne): 1916-9809
  • Started: 2009
  • Frequency: bimonthly

Journal Metrics

Google-based Impact Factor (2020): 3.45

  • h-index (February 2019): 18
  • i10-index (February 2019): 48
  • h5-index (February 2019): 7
  • h5-median (February 2019): 10

( The data was calculated based on Google Scholar Citations. Click Here to Learn More. )

Contact