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

Jing Li and Xueyan Li

Journal of Mathematics Research, 2019, vol. 11, issue 6, 65

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.

Date: 2019
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.ccsenet.org/journal/index.php/jmr/article/download/0/0/41284/42696 (application/pdf)
http://www.ccsenet.org/journal/index.php/jmr/article/view/0/41284 (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ibn:jmrjnl:v:11:y:2019:i:6:p:65

Access Statistics for this article

More articles in Journal of Mathematics Research from Canadian Center of Science and Education Contact information at EDIRC.
Bibliographic data for series maintained by Canadian Center of Science and Education ().