摘要
The authors propose a V_(N,p) test statistic for testing finite-order serial correlation in asemiparametric varying coefficient partially linear errors-in-variables model.The test statistic is shownto have asymptotic normal distribution under the null hypothesis of no serial correlation.Some MonteCarlo experiments are conducted to examine the finite sample performance of the proposed V_(N,p) teststatistic.Simulation results confirm that the proposed test performs satisfactorily in estimated sizeand power.
The authors propose a VN,p test statistic for testing finite-order serial correlation in a semiparametric varying coefficient partially linear errors-in-variables model. The test statistic is shown to have asymptotic normal distribution under the null hypothesis of no serial correlation. Some Monte Carlo experiments are conducted to examine the finite sample performance of the proposed VN,p test statistic. Simulation results confirm that the proposed test performs satisfactorily in estimated size and power.
基金
supported by the National Natural Science Foundation of China under Grant Nos. 10871217 and 40574003
the Science and Technology Project of Chongqing Education Committee under Grant No. KJ080609
the Doctor's Start-up Research Fund under Grant No. 08-52204
the Youth Science Research Fund of Chongging Technology and Business University under Grant No. 0852008
关键词
测试序列
线性误差
变系数
模型
半参数
检验统计量
渐近正态分布
参数测试
Asymptotic normality, local linear regression, measurement error, modified profile leastsquares estimation, partial linear model, testing serial correlation, varying coefficient model.
