Package: cmtest 0.1-2

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.

Authors:Yves Croissant [aut, cre]

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Exports:cmtest

Dependencies:rbibutilsRdpack