期刊论文

Liu, Xiaohui

英文

系统科学与复杂性(英文版)

1009-6124

2012

25

6

1185-1201

10.1007/s11424-012-0033-5

This research was supported by CCNU under Grant No. 09A01002, the SCR of Chongqing Municipal Education Commission under Grant No. KJl10713, and the National Natural Science Foundation of China under Grant Nos. 11101452 and 71172093.

本校为其他机构

The purpose of this paper is to test the underlying serial correlation in a partially linear single-index model. Under mild conditions, the proposed test statistics are shown to have standard chi-squared distribution asymptotically when there is no serial correlation in the error terms. To illustrate their finite sample properties, simulation experiments, as well as a real data example, are also provided. It is revealed that the finite sample performances of the proposed test statistics ...

The purpose of this paper is to test the underlying serial correlation in a partially linear single-index model.Under mild conditions,the proposed test statistics are shown to have standard chisquared distribution asymptotically when there is no serial correlation in the error terms.To illustrate their finite sample properties,simulation experiments,as well as a real data example,are also provided. It is revealed that the finite sample performances of the proposed test statistics are sa...