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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>.
| Version: | 1.1.0 |
| Depends: | stats, foreach, parallel, doParallel |
| Suggests: | knitr, rmarkdown, AER |
| Published: | 2022-10-28 |
| DOI: | 10.32614/CRAN.package.SpeTestNP |
| Author: | Hippolyte Boucher [aut, cre], Pascal Lavergne [aut] |
| Maintainer: | Hippolyte Boucher <Hippolyte.Boucher at outlook.com> |
| License: | GPL-2 |
| URL: | https://github.com/HippolyteBoucher/SpeTestNP |
| NeedsCompilation: | yes |
| Language: | en-US |
| Materials: | NEWS |
| CRAN checks: | SpeTestNP results |
| Reference manual: | SpeTestNP.pdf |
| Vignettes: |
Nonparametric Specification Testing with SpeTestNP |
| Package source: | SpeTestNP_1.1.0.tar.gz |
| Windows binaries: | r-devel: SpeTestNP_1.1.0.zip, r-release: SpeTestNP_1.1.0.zip, r-oldrel: SpeTestNP_1.1.0.zip |
| macOS binaries: | r-release (arm64): SpeTestNP_1.1.0.tgz, r-oldrel (arm64): SpeTestNP_1.1.0.tgz, r-release (x86_64): SpeTestNP_1.1.0.tgz, r-oldrel (x86_64): SpeTestNP_1.1.0.tgz |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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