cmtest: Conditional Moments Test
Conditional moments test, as proposed by Newey (1985) <doi:10.2307/1911011 > and Tauchen (1985) <doi:10.1016/0304-4076(85)90149-6>, useful to detect specification violations for models estimated by maximum likelihood. Methods for probit and tobit models are provided.
| Version: | 0.1-2 |
| Depends: | R (≥ 4.0.0) |
| Imports: | Rdpack |
| Suggests: | censReg,AER,knitr,rmarkdown,maxLik,bookdown, tobit1 |
| Published: | 2022-01-28 |
| DOI: | 10.32614/CRAN.package.cmtest |
| Author: | Yves Croissant [aut, cre] |
| Maintainer: | Yves Croissant <yves.croissant at univ-reunion.fr> |
| License: | GPL-2 |GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://www.r-project.org |
| NeedsCompilation: | no |
| Materials: | NEWS |
| CRAN checks: | cmtest results |
Documentation:
| Reference manual: | cmtest.html ,cmtest.pdf |
| Vignettes: | cmtest: an R package for conditional moments tests (source,R code) |
Downloads:
| Package source: | cmtest_0.1-2.tar.gz |
| Windows binaries: | r-devel:cmtest_0.1-2.zip, r-release:cmtest_0.1-2.zip, r-oldrel:cmtest_0.1-2.zip |
| macOS binaries: | r-release (arm64):cmtest_0.1-2.tgz, r-oldrel (arm64):cmtest_0.1-2.tgz, r-release (x86_64):cmtest_0.1-2.tgz, r-oldrel (x86_64):cmtest_0.1-2.tgz |
| Old sources: | cmtest archive |
Linking:
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