julienneves/MaxMC: Maximized Monte Carlo

Functions that implement the Maximized Monte Carlo technique based of Dufour, J.-M. (2006), Monte Carlo Tests with nuisance parameters: A general approach to finite sample inference and nonstandard asymptotics in econometrics, Journal of Econometrics 133(2), 443-447.

Getting started

Package details

MaintainerJulien Neves <[email protected]>
LicenseGPL(>= 3)
URL https://github.com/julienneves/MaxMC
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
julienneves/MaxMC documentation built on Aug. 22, 2018, 3:34 a.m.