Testing for serial correlation in linear model with validation data

Feng Liu, Xiangyong Tan, Sitong Guo and Xinmei Kang

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 12, 6074-6084

Abstract: In this paper, we investigate the testing for serial correlation in a linear model with validation data, then we apply the empirical likelihood method to construct the test statistic and derive the asymptotic distribution of the test statistic under null hypothesis. Simulation results show that our method performs well both in size and power with finite same size.

Date: 2017
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2015.1116580 (text/html)
Access to full text is restricted to subscribers.

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:taf:lstaxx:v:46:y:2017:i:12:p:6074-6084

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2015.1116580

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().