SpeTestNP

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) and J.X. Zheng (1996) doi:10.1016/0304-4076(95)01760-7.