Nonparametric Tests in Linear Model with Autoregressive Errors

07/23/2020

∙

by   Olcay Arslan, et al.

∙

0

∙

share

In the linear regression model with possibly autoregressive errors, we propose a family of nonparametric tests for regression under a nuisance autoregression. The tests avoid the estimation of nuisance parameters, in contrast to the tests proposed in the literature.