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.


Reference manual

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0.1-1 by Yves Croissant, a month ago

Browse source code at

Authors: Yves Croissant [aut, cre]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Rdpack

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

See at CRAN