acrt: Autocorrelation Robust Testing

Functions for testing affine hypotheses on the regression coefficient vector in regression models with autocorrelated errors.

AuthorDavid Preinerstorfer
Date of publication2016-12-27 14:15:43
MaintainerDavid Preinerstorfer <david.preinerstorfer@econ.au.dk>
LicenseGPL-2
Version1.0.1

View on CRAN

Files in this package

acrt
acrt/inst
acrt/inst/CITATION
acrt/src
acrt/src/Makevars.win.txt
acrt/src/Makevars
acrt/src/premult.cpp
acrt/src/test.statistic.cpp
acrt/src/test.statistic.Eicker.cpp
acrt/src/csart.h
acrt/src/all.cpp
acrt/src/RcppExports.cpp
acrt/NAMESPACE
acrt/NEWS
acrt/R
acrt/R/size.R acrt/R/critical.value.R acrt/R/auxiliaries.R acrt/R/F.type.test.statistic.R acrt/R/zzz.R
acrt/MD5
acrt/build
acrt/build/partial.rdb
acrt/DESCRIPTION
acrt/man
acrt/man/critical.value.Rd acrt/man/F.type.test.Rd acrt/man/acrt-package.Rd acrt/man/size.Rd

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