MaxMC

Last update 2 October 2024

Copyright license GNU General Public License

Software version identifier 0.1.1, PACKAGES.rds, 0.1.2

Official website https://cran.r-project.org/web/packages/MaxMC/index.html

Source code repository https://github.com/cran/MaxMC

Description

An implementation of the Monte Carlo techniques described in details by Dufour (2006) <doi:10.1016/j.jeconom.2005.06.007> and Dufour and Khalaf (2007) <doi:10.1002/9780470996249.ch24>. The two main features available are the Monte Carlo method with tie-breaker, mc(), for discrete statistics, and the Maximized Monte Carlo, mmc(), for statistics with nuisance parameters.

Cites work

Monte Carlo Test Methods in Econometrics
Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics

Described by source

Finite-sample inference and nonstandard asymptotics with Monte Carlo tests and R

Cited in

(2)

This page was built for software: MaxMC