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cmtest  

Conditional Moments Test
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("cmtest", "0.1-2")



Attach the package and use:
library("cmtest")
Maintained by
Yves Croissant
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-12-14
Latest Update: 2022-01-28
Description:
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.
How to cite:
Yves Croissant (2021). cmtest: Conditional Moments Test. R package version 0.1-2, https://cran.r-project.org/web/packages/cmtest. Accessed 25 Jun. 2026.
Previous versions and publish date:
0.1-1 (2021-12-14 09:40)
Other packages that cited cmtest R package
View cmtest citation profile
Other R packages that cmtest depends, imports, suggests or enhances
Complete documentation for cmtest
Functions, R codes and Examples using the cmtest R package
Some associated functions: cmtest . 
Some associated R codes: cmtest.R .  Full cmtest package functions and examples
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