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ndvtest: Shi's Non Degenerate Vuong Test
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.
Package details |
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| Author | Yves Croissant [aut, cre] (<https://orcid.org/0000-0002-4857-7736>) |
| Maintainer | Yves Croissant <yves.croissant@univ-reunion.fr> |
| License | GPL (>= 2) |
| Version | 1.0-0 |
| URL | https://www.R-project.org |
| Package repository | View on CRAN |
| Installation |
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