SpeTestNP (version 1.1.0)
Non-Parametric Tests of Parametric Specifications
Description
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) ,
J.C. Escanciano (2006) ,
P.L. Gozalo (1997) ,
P. Lavergne and V. Patilea (2008) ,
P. Lavergne and V. Patilea (2012) ,
J.H. Stock and M.W. Watson (2006) ,
C.F.J. Wu (1986) ,
J. Yin, Z. Geng, R. Li, H. Wang (2010)
and J.X. Zheng (1996) .