Chi-Square Diagnostic Tests for Econometric Models: Theory
- 1 November 1988
- journal article
- Published by JSTOR in Econometrica
- Vol. 56 (6) , 1419
- https://doi.org/10.2307/1913105
Abstract
This paper extends the Pearson chi-square testing method to nondynamic parametric econometric models, in particular, to models with covariates. The paper establ...Keywords
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