Delgado, Miguel A.Mora, JuanUniversidad Carlos III de Madrid. Departamento de Estadística2009-07-082009-07-081998-07https://hdl.handle.net/10016/4675A test for serial independence of regression errors, consistent in the direction of first order alternatives, is proposed. The test statistic is a function of a Hoeffding-Blum-Kiefer-Rosenblatt type of empirical process, based on residuals. The resultant statistic converges, surprisingly, to the same limiting distribution as the corresponding statistic based on true errors.application/pdfengAtribución-NoComercial-SinDerivadas 3.0 EspañaEmpirical process based on residualsHoeffding-Blum-Kiefer-Rosenblatt statisticSerial independence testsworking paperEstadísticaopen access