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YatchewTest  

Yatchew (1997), De Chaisemartin & D'Haultfoeuille (2024) Linearity Test
View on CRAN: Click here


Download and install YatchewTest package within the R console
Install from CRAN:
install.packages("YatchewTest")

Install from Github:
library("remotes")
install_github("cran/YatchewTest")

Install by package version:
library("remotes")
install_version("YatchewTest", "1.0.2")



Attach the package and use:
library("YatchewTest")
Maintained by
Diego Ciccia
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-04-04
Latest Update: 2024-04-04
Description:
Test of linearity originally proposed by Yatchew (1997) <doi:10.1016/S0165-1765(97)00218-8> and improved by de Chaisemartin, D'Haultfoeuille and Gurgand (2024) <doi:10.2139/ssrn.4284811> to be robust under heteroskedasticity.
How to cite:
Diego Ciccia (2024). YatchewTest: Yatchew (1997), De Chaisemartin & D'Haultfoeuille (2024) Linearity Test. R package version 1.0.2, https://cran.r-project.org/web/packages/YatchewTest
Previous versions and publish date:
1.0.0 (2024-04-04 19:23)
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