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CRAN: Package cmtest

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.pdf Vignettes: cmtest: an R package for conditional moments tests
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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