YatchewTest: Yatchew (1997), De Chaisemartin & D'Haultfoeuille (2024) Linearity Test

Test of linearity originally proposed by Yatchew (1997) <doi:10.1016/S0165-1765(97)00218-8> and improved by de Chaisemartin & D'Haultfoeuille (2024) <doi:10.2139/ssrn.4284811> to be robust under heteroskedasticity.

Getting started

Package details

AuthorDiego Ciccia [aut, cre], Felix Knau [aut], Doulo Sow [aut], Clément de Chaisemartin [aut], Xavier D'Haultfoeuille [aut]
MaintainerDiego Ciccia <diego.ciccia@sciencespo.fr>
LicenseMIT + file LICENSE
Package repositoryView on CRAN
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YatchewTest documentation built on June 22, 2024, 9:52 a.m.