Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model

Varying-coefficient partially linear models, as extensions of partially linear models and varying-coefficient models, are frequently used in statistical modeling. This paper proposes an empirical log-likelihood ratio for testing serial correlation in a semi-parametric varying-coefficient partially linear errors-in-variables model. The proposed empirical log-likelihood ratio is shown to have an asymptotic chi-square distribution under the null hypothesis of no serial correlation. Some Monte Carlo experiments are conducted to estimate rejection probabilities under the null hypothesis and in the presence of serial correlation. Simulation results show that the proposed test performs satisfactorily in estimated size and power.