Maximized Monte Carlo
Functions that implement the Maximized Monte Carlo technique based on 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.
The main functions of MaxMC are mmc and mc.
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.
Dufour, J.-M. and Khalaf L. (2003), Monte Carlo Test Methods in Econometrics. in Badi H. Baltagi, ed., A Companion to Theoretical Econometrics, Blackwell Publishing Ltd, 494-519.
Julien Neves, jmn252@cornell.edu (Maintainer)
Jean-Marie Dufour, jean-marie.dufour@mcgill.ca