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Testing serial correlation in partially linear additive errors-in-variables models
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机译:在部分线性加性变量误差模型中测试序列相关性
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摘要
This article considers testing serial correlation in partially linear additive errors-in-variables model. Based on the empirical likelihood based approach, a test statistic was proposed, and it was shown to follow asymptotically a chi-square distribution under the null hypothesis of no serial correlation. Finally, some simulation studies are conducted to illustrate the performance of the proposed method.
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