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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>.

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

Documentation:

Reference manual: SpeTestNP.pdf
Vignettes: Nonparametric Specification Testing with SpeTestNP

Downloads:

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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=SpeTestNP to link to this page.

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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