r-YatchewTest

Description

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

Description

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.

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1.1.1

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