Testing Serial Correlation in Partially Linear Additive Models
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s10255-019-0808-8.pdf
Reference24 articles.
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3. Fan, J.Q., Jiang, J.C. Nonparametric inferences for additive models. J. Amer. Statist. Assoc., 100: 890–907 (2005)
4. Godfrey, L.G. Testing for higher order serial correlation in regression equations when the regressors include lagged dependent variables. Econometrica, 46: 1303–1310 (1978)
5. Gao, J.T. Asymptotic theory for partly linear models. Commun. Statist. Theor. Meth., 24: 1985–2010 (1995)
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