ABSTRACT
This article investigates the testing for serial correlation in partially linear models with validation data and applies the empirical likelihood methods to construct serial tests statistics, and then we derive the asymptotic distribution of the test statistics under null hypothesis. Simulation results show that our method performs well.
MATHEMATICS SUBJECT CLASSIFICATION:
Acknowledgments
The authors are grateful to professor Shifang Qiu for her help and valuable suggestions.
Funding
The work is partially supported by the National Natural Science Foundation of China (Grant No. 11471060).