Testing for serial correlation in linear model with validation data |
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| Authors: | Feng Liu Sitong Guo Xinmei Kang |
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| Institution: | School of Mathematics and Statistics, Chongqing University of Technology, Chongqing, China |
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| Abstract: | In this paper, we investigate the testing for serial correlation in a linear model with validation data, then we apply the empirical likelihood method to construct the test statistic and derive the asymptotic distribution of the test statistic under null hypothesis. Simulation results show that our method performs well both in size and power with finite same size. |
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| Keywords: | Empirical likelihood linear model serial correlation test validation data |
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