A Note on Testing Serial Correlation in Partially Linear Additive Measurement Error Models
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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.
2019 ◽
Vol 31
(3)
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pp. 549-566
2005 ◽
Vol 10
(1)
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pp. 118-130
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2011 ◽
Vol 40
(6)
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pp. 1015-1029
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2011 ◽
Vol 173
(6)
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pp. 683-694
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