np swMATH ID: 10543 Software Authors: Hayfield, Tristen; Racine, Jeffrey S. Description: Nonparametric Econometrics: The np Package. 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. Homepage: http://www.jstatsoft.org/v27/i05 Dependencies: R Related Software: R; KernSmooth; ggplot2; gamair; GAMLSS; quantreg; Stata; boot; randomForest; ks; Matlab; CRAN; mgcv; lme4; bootlib; locpol; vars; plm; lattice; SemiPar Cited in: 120 Documents Standard Articles 1 Publication describing the Software Year Nonparametric Econometrics: The np Package Link Tristen Hayfield; Jeffrey Racine 2008 all top 5 Cited by 214 Authors 9 Racine, Jeffrey Scott 7 Parmeter, Christopher F. 6 Mojirsheibani, Majid 5 Jacho-Chávez, David Tomás 5 Norets, Andriy 4 Henderson, Daniel J. 3 Sperlich, Stefan 2 Chu, Ba M. 2 Escanciano, Juan Carlos 2 Frölich, Markus 2 Huber, Martin 2 Huynh, Kim P. 2 Klutchnikoff, Nicolas 2 Kuk, Anthony Yung Cheung 2 Marchetti, Stefano 2 Otneim, Håkon 2 Pelenis, Justinas 2 Pratesi, Monica 2 Solís, Maikol 2 Tjøstheim, Dag B. 2 Tzeremes, Nickolaos G. 2 Van Keilegom, Ingrid 1 Ahmad, Ibrahim A. 1 Al Luhayb, Asamh Saleh M. 1 Al-Sharadqah, Ali A. 1 Ardakani, Omid M. 1 Auray, Stéphane 1 Balabdaoui, Fadoua 1 Baležentis, Tomas 1 Barros, Carlos Pestana 1 Benini, Giacomo 1 Bingham, Derek R. 1 Bornkamp, Björn 1 Bouezmarni, Taoufik 1 Braun, Willard John 1 Bravo, Francesco 1 Bühlmann, Peter 1 Candila, Vincenzo 1 Carone, Marco 1 Casas, Isabel 1 Centorrino, Samuele 1 Chagny, Gaëlle 1 Chakrabarty, Manisha 1 Chatla, Suneel Babu 1 Chen, YiNing 1 Cherchye, Laurens 1 Choi, Taeryon 1 Chong, Terence Tai-Leung 1 Coolen-Maturi, Tahani 1 Coolen, Frank P. A. 1 Cui, Zhenyu 1 Czado, Claudia 1 Dabo-Niang, Sophie 1 De Monte, Enrico 1 De Rock, Bram 1 de Witte, Kristof 1 Du, Pang 1 Dubnicka, Suzanne R. 1 Durot, Cécile 1 Eichner, Gerrit 1 Einbeck, Jochen 1 El Ghouch, Anouar 1 Emrouznejad, Ali 1 Ferrara, Giancarlo 1 Ferreira, José António Sousa Jorge 1 Florens, Jean-Pierre 1 Fukuda, Daisuke 1 Gao, Qi 1 Ge, Lin 1 Geenens, Gery 1 Genton, Marc G. 1 Ghosh, Sujit Kumar 1 Gijbels, Irène 1 Giusti, Caterina 1 Golovkine, Steven 1 Gu, Jiaying 1 Guo, Guangbao 1 Han, Eric 1 Han, Hyebin 1 Han, Peisong 1 Han, Shasha 1 Haupt, Harry 1 Henzi, Alexander 1 Hothorn, Torsten 1 Hu, X. Joan 1 Hušková, Marie 1 Ichimura, Tsuyoshi 1 Ickstadt, Katja 1 Inácio de Carvalho, Vanda 1 Jang, Woncheol 1 Jankowski, Hanna K. 1 Ju, Gaosheng 1 Jullum, Martin 1 Kagerer, Kathrin 1 Kang, Lulu 1 Kauermann, Goran 1 Keen, Kevin J. 1 Kemp, Gordon C. R. 1 Khudaverdyan, Arin 1 Kiefer, Nicholas M. ...and 114 more Authors all top 5 Cited in 54 Serials 7 Journal of Econometrics 7 Econometric Reviews 7 Computational Statistics and Data Analysis 5 European Journal of Operational Research 4 Scandinavian Journal of Statistics 4 Journal of the American Statistical Association 4 Journal of Nonparametric Statistics 4 Econometric Theory 4 Journal of Statistical Theory and Practice 4 Journal of Econometric Methods 3 Communications in Statistics. Theory and Methods 3 Journal of Applied Statistics 3 Journal of the Korean Statistical Society 3 Electronic Journal of Statistics 2 Metrika 2 The Annals of Statistics 2 Computational Statistics 2 Communications in Statistics. Simulation and Computation 2 Journal of Statistical Computation and Simulation 2 Statistica Sinica 2 Studies in Nonlinear Dynamics and Econometrics 2 Journal of the Royal Statistical Society. Series B. Statistical Methodology 2 Statistical Methods and Applications 2 Journal of Business and Economic Statistics 2 Statistics and Computing 2 SIAM/ASA Journal on Uncertainty Quantification 1 The Canadian Journal of Statistics 1 Annals of the Institute of Statistical Mathematics 1 Operations Research 1 The Scandinavian Journal of Economics 1 Statistics & Probability Letters 1 Statistical Science 1 Journal of Economic Dynamics & Control 1 Economics Letters 1 Mathematical Methods of Statistics 1 Statistical Papers 1 Lifetime Data Analysis 1 Bernoulli 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Australian & New Zealand Journal of Statistics 1 Extremes 1 Biostatistics 1 Quantitative Finance 1 Handbook of Statistics 1 AStA. Advances in Statistical Analysis 1 Foundations and Trends in Econometrics 1 Statistics Surveys 1 Sankhyā. Series A 1 Sankhyā. Series B 1 Afrika Matematika 1 Bayesian Analysis 1 Use R! 1 Chapman & Hall/CRC Texts in Statistical Science Series 1 Stat all top 5 Cited in 10 Fields 113 Statistics (62-XX) 13 Numerical analysis (65-XX) 11 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Operations research, mathematical programming (90-XX) 3 Probability theory and stochastic processes (60-XX) 3 Computer science (68-XX) 1 Combinatorics (05-XX) 1 Approximations and expansions (41-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mathematics education (97-XX) Citations by Year