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SpeTestNP  

Non-Parametric Tests of Parametric Specifications
View on CRAN: Click here


Download and install SpeTestNP package within the R console
Install from CRAN:
install.packages("SpeTestNP")

Install from Github:
library("remotes")
install_github("cran/SpeTestNP")

Install by package version:
library("remotes")
install_version("SpeTestNP", "1.1.0")



Attach the package and use:
library("SpeTestNP")
Maintained by
Hippolyte Boucher
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-10-28
Latest Update: 2022-10-28
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) <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>.
How to cite:
Hippolyte Boucher (2022). SpeTestNP: Non-Parametric Tests of Parametric Specifications. R package version 1.1.0, https://cran.r-project.org/web/packages/SpeTestNP
Previous versions and publish date:
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Other R packages that SpeTestNP depends, imports, suggests or enhances
Functions, R codes and Examples using the SpeTestNP R package
Some associated functions: SpeTest . SpeTest_Dist . SpeTest_Stat . print.STNP . summary.STNP . 
Some associated R codes: SpeTest.R . SpeTest_Dist.R . SpeTest_Stat.R .  Full SpeTestNP package functions and examples
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