Testing Serial Correlation in Semiparametric Time Series Model
AbstractIn this paper we propose two test statistics for testing serial correlation in semiparametric time series model that could allow lagged dependent variables as explanatory variables .
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Bibliographic InfoPaper provided by University of Guelph, Department of Economics and Finance in its series Working Papers with number 1999-4.
Length: 20 pages
Date of creation: 1999
Date of revision:
TESTS ; ECONOMIC MODELS ; TIME SERIES;
Other versions of this item:
- Dingding Li & Thanasis Stengos, 2003. "Testing Serial Correlation in Semiparametric Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(3), pages 311-335, 05.
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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- Hu, Xuemei & Wang, Zhizhong & Liu, Feng, 2008. "Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1560-1569, September.
- Poudel, Biswo N. & Paudel, Krishna P. & Bhattarai, Keshav, 2009. "Searching for an Environmental Kuznets Curve in Carbon Dioxide Pollutant in Latin American Countries," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 41(01), April.
- Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
- Jie He & Patrick Richard, 2009.
"Environmental Kuznets Curve for CO2 in Canada,"
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09-13, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke.
- Neophyta Empora & Theofanis Mamuneas, 2011. "The Effect of Emissions on U.S. State Total Factor Productivity Growth," Review of Economic Analysis, Rimini Centre for Economic Analysis, vol. 3(2), pages 149-172, October.
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