Testing serial correlation in partially linear models with validation data

Feng Liu, Xiangyong Tan, Sitong Guo and Xinmei Kang

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 19, 9795-9806

Abstract: This article investigates the testing for serial correlation in partially linear models with validation data and applies the empirical likelihood methods to construct serial tests statistics, and then we derive the asymptotic distribution of the test statistics under null hypothesis. Simulation results show that our method performs well.

Date: 2017
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DOI: 10.1080/03610926.2016.1222431

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