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Decompositions of Pearson's chi-squared test
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UNSPECIFIED. (2004) Decompositions of Pearson's chi-squared test. JOURNAL OF ECONOMETRICS, 123 (1). pp. 189-193. ISSN 0304-4076
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Official URL: http://dx.doi.org/10.1016/j.jeconom.2003.10.032
Abstract
We study the properties of Pearson's goodness-of-fit test, and show that the components-of-chi-squared or "Pearson analog" tests of Anderson (J. Econometrics 62 (1994) 265) are less generally applicable than was originally claimed. (C) 2004 Elsevier B.V. All rights reserved.
| Item Type: | Journal Article |
|---|---|
| Subjects: | H Social Sciences > HC Economic History and Conditions Q Science > QA Mathematics H Social Sciences |
| Journal or Publication Title: | JOURNAL OF ECONOMETRICS |
| Publisher: | ELSEVIER SCIENCE SA |
| ISSN: | 0304-4076 |
| Date: | November 2004 |
| Volume: | 123 |
| Number: | 1 |
| Number of Pages: | 5 |
| Page Range: | pp. 189-193 |
| Identification Number: | 10.1016/j.jeconom.2003.10.032 |
| Publication Status: | Published |
| URI: | http://wrap.warwick.ac.uk/id/eprint/7997 |
Data sourced from Thomson Reuters' Web of Knowledge
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