Minimum chi-square estimation and tests for model selection
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Publication:685917
DOI10.1016/0304-4076(93)90104-DzbMath0776.62088MaRDI QIDQ685917
Publication date: 17 October 1993
Published in: Journal of Econometrics (Search for Journal in Brave)
model selection; goodness-of-fit statistics; asymptotically standard normal tests; data-generating process; minimum chi-square estimators; Pearson chi-square type statistics
62P20: Applications of statistics to economics
62E20: Asymptotic distribution theory in statistics
62F10: Point estimation
62F05: Asymptotic properties of parametric tests
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