Current Volume | Browse | Search | RSSHome | Instructions for Authors | JSS Style Guide | Editorial Board

Authors: Tristen Hayfield, Jeffrey S. Racine
Title: [download]
(17840)
Nonparametric Econometrics: The np Package
Reference: Vol. 27, Issue 5, Jul 2008
Submitted 2007-04-30, Accepted 2008-07-22
Type: Article
Abstract:

We describe the R np package via a series of applications that may be of interest to applied econometricians. The np package implements a variety of nonparametric and semiparametric kernel-based estimators that are popular among econometricians. There are also procedures for nonparametric tests of significance and consistent model specification tests for parametric mean regression models and parametric quantile regression models, among others. The np package focuses on kernel methods appropriate for the mix of continuous, discrete, and categorical data often found in applied settings. Data-driven methods of bandwidth selection are emphasized throughout, though we caution the user that data-driven bandwidth selection methods can be computationally demanding.

Paper: [download]
(17840)
Nonparametric Econometrics: The np Package
(application/pdf, 670.3 KB)
Supplements: [download]
(2856)
np_0.20-0.tar.gz: R source package
(application/x-gzip, 847.6 KB)
[download]
(2867)
v27i05.R: R example code from the paper
(application/zip, 3 KB)
Resources: BibTeX | OAI
Creative Commons License
This work is licensed under the licenses
Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3)
Current Volume | Browse | Search | RSSHome | Instructions for Authors | JSS Style Guide | Editorial Board