SpeTestNP: Non-Parametric Tests of Parametric Specifications
Performs non-parametric tests of parametric specifications.
Five tests are available.
Specific bandwidth and kernel methods can be chosen along with many other options.
Allows parallel computing to quickly compute p-values based on the bootstrap.
Methods implemented in the package are H.J. Bierens (1982) <doi:10.1016/0304-4076(82)90105-1>,
J.C. Escanciano (2006) <doi:10.1017/S0266466606060506>,
P.L. Gozalo (1997) <doi:10.1016/S0304-4076(97)86571-2>,
P. Lavergne and V. Patilea (2008) <doi:10.1016/j.jeconom.2007.08.014>,
P. Lavergne and V. Patilea (2012) <doi:10.1198/jbes.2011.07152>,
J.H. Stock and M.W. Watson (2006) <doi:10.1111/j.1538-4616.2007.00014.x>,
C.F.J. Wu (1986) <doi:10.1214/aos/1176350142>,
J. Yin, Z. Geng, R. Li, H. Wang (2010) <https://www.jstor.org/stable/24309002>
and J.X. Zheng (1996) <doi:10.1016/0304-4076(95)01760-7>.
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