CRAN/E | ndvtest

ndvtest

Shi's Non Degenerate Vuong Test

Installation

About

The Vuong test doi:10.2307/1912557 is a very popular test for non-nested models. Shi doi:10.3982/QE382 proposed a non-degenerate version of the Vuong test using local asymptotic theory.

www.R-project.org

Key Metrics

Version 1.0-0
R ≥ 4.0.0
Published 2022-02-14 966 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks ndvtest results

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Maintainer

Maintainer

Yves Croissant

Authors

Yves Croissant

aut / cre

Material

Reference manual
Package source

Vignettes

Implementation of Shi's non-degeranate Vuong test for non-nested models

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Depends

R ≥ 4.0.0

Imports

Rdpack
sandwich
nonnest2
CompQuadForm

Suggests

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