cmtest (version 0.1-2)

Conditional Moments Test

Description

Conditional moments test, as proposed by Newey (1985) and Tauchen (1985) , useful to detect specification violations for models estimated by maximum likelihood. Methods for probit and tobit models are provided.

Copy Link

Version

Install

install.packages('cmtest')

Monthly Downloads

195

Version

0.1-2

License

GPL (>= 2)

Maintainer

Yves Croissant

Last Published

January 28th, 2022

Functions in cmtest (0.1-2)

cmtest

Conditional moments test