Chi-Square Diagnostic Tests for Econometric Models: Theory

DOI10.2307/1913105zbMath0725.62099OpenAlexW2041300034MaRDI QIDQ5203539

Donald W. K. Andrews

Publication date: 1988

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913105

zbMATH Keywords

consistencyMonte Carlo studyasymptotic optimalityconditional distributioncensored regression modelweak convergence of empirical processesLocal powerquadratic statisticchi-square goodness-of-fit testcentral chi-square distributionrank of the asymptotic covariance matrix

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Diagnostics, and linear inference and regression (62J20)

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Uses Software

• chi2gof