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 ...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.展开更多
基金supported by the National Natural Science Foundation of China under Grant Nos. 10871217 and 40574003the Science and Technology Project of Chongqing Education Committee under Grant No. KJ080609+1 种基金the Doctor's Start-up Research Fund under Grant No. 08-52204the Youth Science Research Fund of Chongging Technology and Business University under Grant No. 0852008
文摘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.
