Conditional Moments Test

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.


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install.packages("cmtest")

0.1-1 by Yves Croissant, a month ago


https://www.r-project.org


Browse source code at https://github.com/cran/cmtest


Authors: Yves Croissant [aut, cre]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rdpack

Suggests censReg, AER, knitr, rmarkdown, maxLik, bookdown


See at CRAN