Chi-Square Diagnostic Tests for Econometric Models: Theory
asymptotic optimalitycensored regression modelcentral chi-square distributionchi-square goodness-of-fit testconditional distributionconsistencyLocal powerMonte Carlo studyquadratic statisticrank of the asymptotic covariance matrixweak convergence of empirical processes
Asymptotic distribution theory in statistics (62E20) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Diagnostics, and linear inference and regression (62J20) Applications of statistics to economics (62P20)
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