I happen to have a 2002 KJ shop manual. \

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There is an entire chapter on Emissions Control. Thank you clean air standards... Wow, it says a lot. For one it talks about the Powertrain Control Module that monitors circuits in the fuel injection, ignition, emission and engine systems. There are over 14 pages of fault codes for the PCM! I would assume that they check this.
Then it talks about the oxygen sensors (air to fuel ratio to control emissions). Then leak detection, misfire monitor, fuel system monitor, catalyst monitor, fuel pressure, ignition circuit, exhaust system, etc.!
Apart of an emissions check for a vehicle in your range is probably as well just checking for leaks in pipe joints, rusted muffler or pipes, catalytic convertor damage, etc. But you would hear the leaks I would think.
It's amazing at all the parts in a vehicle these days... No wonder the Yugo was such a piece (being made in a communist country). IMO, it's amazing that union's make cars. :-s