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ndvtest (version 1.0-0)

Shi's Non Degenerate Vuong Test

Description

The Vuong test is a very popular test for non-nested models. Shi proposed a non-degenerate version of the Vuong test using local asymptotic theory.

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Version

Install

install.packages('ndvtest')

Monthly Downloads

35

Version

1.0-0

License

GPL (>= 2)

Maintainer

Yves Croissant

Last Published

February 14th, 2022

Functions in ndvtest (1.0-0)

sim_lm

Simulated pdfs for the Vuong statistics using linear models
reexports

Objects exported from other packages
turnout

Turnout
ndvtest

Shi test for non-nested models