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cmtest

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Software:115751
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CRANcmtestMaRDI QIDQ115751FDOQ115751

Conditional Moments Test

Yves Croissant

Last update: 28 January 2022

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.1-2


Cites work

  • Maximum Likelihood Specification Testing and Conditional Moment Tests
  • Diagnostic testing and evaluation of maximum likelihood models




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