A Note on Testing Serial Correlation in Partially Linear Additive Measurement Error Models
- Jing Li
- Xueyan Li
Abstract
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.
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- DOI:10.5539/jmr.v11n6p65
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