Mora, Juan; Delgado, Miguel A. - Instituto Valenciano de Investigaciones Económicas (IVIE) - 1999
A test for serial independence of regression errors is proposed that is consistent in the direction ofserial dependence alternatives of first order. The test statistic is a function of aHoeffding-Blum-Kiefer-Rosenblatt type of empirical process, based on residuals. The resultantstatistic...