Mean-Variance Spanning Tests

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Documentation for package ‘spantest’ version 1.1-3

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span_bj Britten<e2><80><93>Jones Tangency-Portfolio Spanning Test (1999)
span_f1 F1 Alpha-Spanning Test (Intercepts Only)
span_f2 F2 Variance-Spanning Test (Slopes Only)
span_gl_a Gungor<e2><80><93>Luger Alpha-Only Spanning Test (2016)
span_gl_ad Gungor<e2><80><93>Luger Joint Mean<e2><80><93>Variance Spanning Test (2016)
span_grs Gibbons<e2><80><93>Ross<e2><80><93>Shanken (GRS) Alpha Spanning Test (1989)
span_hk Huberman<e2><80><93>Kandel Joint Mean<e2><80><93>Variance Spanning Test (1987)
span_km Kempf<e2><80><93>Memmel GMVP Spanning Test
span_py Pesaran<e2><80><93>Yamagata Alpha Spanning Test (2024)