RT Journal Article
T1 A Nonparametric Test for Serial Independence of Regression Errors
A1 Delgado, Miguel A.
A1 Mora, Juan
AB 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
PB Oxford University Press
SN 0006-3444
YR 2000
FD 2000
LK https://hdl.handle.net/10016/2447
UL https://hdl.handle.net/10016/2447
LA eng
LA eng
DS e-Archivo
RD 3 may. 2024