Chi-Square Diagnostic Tests for Econometric Models: Theory
consistencyconditional distributionMonte Carlo studyasymptotic optimalitycensored regression modelweak convergence of empirical processesLocal powerquadratic statisticchi-square goodness-of-fit testcentral chi-square distributionrank of the asymptotic covariance matrix
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Diagnostics, and linear inference and regression (62J20) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)
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