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) , 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) < https://www.jstor.org/stable/24309002> and J.X. Zheng (1996) .