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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1-2 |
2026-04-09 windows/windows R-4.5 | cmtest_0.1-2.zip |
320.1 KiB |