Delgado, Miguel A.Mora, Juan2009-07-172009-07-172000Biometrika. 2000, vol. 87, nº 1, p. 228-2340006-3444https://hdl.handle.net/10016/2447A 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 errorstext/plainapplication/pdfeng© BiometrikaEmpirical process based on residualsHoeffiding-Blum-Kiefer-Rosenblat StatisticSerial independence testresearch articleEconomíaopen access