A Nonparametric Test for Serial Independence of Regression Errors

Publication:
A Nonparametric Test for Serial Independence of Regression Errors

dc.affiliation.dpto	UC3M. Departamento de Economía	es
dc.contributor.author	Delgado, Miguel A.
dc.contributor.author	Mora, Juan
dc.date.accessioned	2009-07-17T10:29:29Z
dc.date.available	2009-07-17T10:29:29Z
dc.date.issued	2000
dc.description.abstract	A test for serial independence of regression errors is proposed that it consisten in the direction of serial independence alternative of first order. The test of statistic is a funtion of a Hoeffiding-Blum-Kiefer-Rosenblatt type of empirical process, based on residuals. The resultant statistic converges, surpresingly to the same limited distribution as the corresponding statistic base in true errors
dc.description.status	Publicado
dc.format.mimetype	text/plain
dc.format.mimetype	application/pdf
dc.identifier.bibliographicCitation	Biometrika. 2000, vol. 87, nº 1, p. 228-234
dc.identifier.issn	0006-3444
dc.identifier.uri	https://hdl.handle.net/10016/2447
dc.language.iso	eng
dc.language.iso	eng
dc.publisher	Oxford University Press
dc.relation.publisherversion	http://biomet.oxfordjournals.org/cgi/reprint/87/1/228.pdf
dc.rights	© Biometrika
dc.rights.accessRights	open access
dc.subject.eciencia	Economía
dc.subject.other	Empirical process based on residuals
dc.subject.other	Hoeffiding-Blum-Kiefer-Rosenblat Statistic
dc.subject.other	Serial independence test
dc.title	A Nonparametric Test for Serial Independence of Regression Errors
dc.type	research article	*
dc.type.review	PeerReviewed
dspace.entity.type	Publication

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