ASYMPTOTIC TESTS FOR GROWTH CURVE MODELS WITH AUTOREGRESSIVE ERRORS

This paper presents the limit distribution (as the number of time points increase) for the score vector of a growth curve model assuming both stationary and explosive autoregressive (A.R.) errors. Limit distributions of the score statistic and the likelihood-ratio statistic for testing composite hypotheses about the regression parameters of several growth curves, when the autocorrelation parameters are treated as nuisance parameters, are presented.