Published by the Foundation for Open Access Statistics
Editors-in-chief: Bettina Grün, Torsten Hothorn, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Nonparametric Econometrics: The np Package | Hayfield | Journal of Statistical Software
Authors: Tristen Hayfield, Jeffrey S. Racine
Title: Nonparametric Econometrics: The np Package
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.

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Paper: Nonparametric Econometrics: The np Package     Download PDF (Downloads: 22829)
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np_0.20-0.tar.gz: R source package Download (Downloads: 3240; 847KB)
v27i05.R.zip: v27i05.R: R example code from the paper Download (Downloads: 3283; 2KB)
DOI: 10.18637/jss.v027.i05

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