Essay on Testing Serial Independence
Xing, Zhaopeng![Essay on Testing Serial Independence](https://support.digitalhusky.com/media/annotations/sorted/843/8438354/CHSBZCOP038438354.jpg)
Serial independence forms the basis for classical economic and financial theories. The author contributed score tests for serial independence against alternative copula structures, leaving the marginals unspecified. Thus the score tests, which are not only invariant but also powerful against fixed alternatives under mis-specified marginals, even with the case of weak dependence, will be favorable in that the chance to commit Type I error is sm...