TESTING SERIAL CORRELATION IN SEMIPARAMETRIC VARYING COEFFICIENT PARTIALLY LINEAR ERRORS-IN-VARIABLES MODEL  

作　　者：Xuemei HU Feng LIU Zhizhong WANG 

机构地区：[1]Mathematics and Statistics College, Chongqing Technology and Business University, Chongqing 400067, China. [2]School of Mathematics and Physics, Chongqing InsLitu$e of Technology, Chongqing 400050, China. [3]School of Mathematics and Computing Technology, Central South University, Changsha 410075, China.

出　　处：《Journal of Systems Science & Complexity》2009年第3期483-494,共12页系统科学与复杂性学报（英文版）

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

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.

关 键 词：Asymptotic normality local linear regression measurement error modified profile leastsquares estimation partial linear model testing serial correlation varying coefficient model. 

分 类 号：O175.1[理学—数学] TP393[理学—基础数学]