Chi-Square Diagnostic Tests for Econometric Models: Theory (Q5203539)
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scientific article; zbMATH DE number 4197224
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Chi-Square Diagnostic Tests for Econometric Models: Theory |
scientific article; zbMATH DE number 4197224 |
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Chi-Square Diagnostic Tests for Econometric Models: Theory (English)
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1988
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chi-square goodness-of-fit test
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conditional distribution
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quadratic statistic
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central chi-square distribution
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rank of the asymptotic covariance matrix
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Local power
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consistency
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asymptotic optimality
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Monte Carlo study
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censored regression model
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weak convergence of empirical processes
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