Simulation and empirical study of heteroscedasticity tests in semi-parametric regression models

目录

声明

Symbol Table:

Idioms Table:

Chapter 1 Introduction

1.1 Introduction

1.2 Problem definition

1.3 Objectives of the study

1.4 M ethodology, tools and difficulties

1.5 The importance of the research

Chapter 2 Literature review

2.1 Sim ulation analysis

2.2 Semi-parametric regression models

2.3 Heteroscedasticity

Chapter 3 Test for heteroscedasticity in partially linear regression m odels

3.1 Introduction

3.2 The test statistic

3.3 Asymptotic results

3.4 Estimation

3.5 Simulation studies

3.6 Empirical study

3.7 Conclusion

3.8 Proof of the theorems

Chapter 4 Testing the heteroscedasticity in single-index model

4.1 Introduction

4.2 Estimation

4.3 The test statistic

4.4 Asymptotic results

4.5 Simulation studies and discussion

4.6 Case study

4.7 Conclusion

4.8 Proof of the theorems

Chapter 5 Checking heteroscedasticity in partially linear single-index m odels using pairwise distance

5.1 Introduction

5.2 The testing procedure and asymptotic properties

5.3 Practical implementation

5.4 Numerical studies

5.5 Real data example

5.6 Conclusion

5.7 Proof of the theorems

Conclusion

Recommendations and further research

致谢

参考文献

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