np swMATH ID: 10543 Software Authors: Tristen Hayfield, Jeffrey S. Racine 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; quantreg; ggplot2; GAMLSS; boot; ks; Stata; Matlab; gamair; locpol; vars; plm; lattice; SemiPar; MASS (R); robustbase; randomForest; nprobust; cem Cited in: 94 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 164 Authors 7 Racine, Jeffrey Scott 5 Jacho-Chávez, David Tomás 5 Norets, Andriy 4 Mojirsheibani, Majid 4 Parmeter, Christopher F. 2 Chu, Ba M. 2 Henderson, Daniel J. 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 Sperlich, Stefan 2 Tjøstheim, Dag B. 2 Tzeremes, Nickolaos G. 1 Ahmad, Ibrahim A. 1 Al-Sharadqah, Ali A. 1 Ardakani, Omid M. 1 Auray, Stéphane 1 Baležentis, Tomas 1 Barros, Carlos Pestana 1 Benini, Giacomo 1 Bingham, Derek R. 1 Bornkamp, Björn 1 Bouezmarni, Taoufik 1 Braun, W. 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 Chen, YiNing 1 Choi, Taeryon 1 Cui, Zhenyu 1 Czado, Claudia 1 Dabo-Niang, Sophie 1 de Witte, Kristof 1 Dubnicka, Suzanne R. 1 Eichner, Gerrit 1 Einbeck, Jochen 1 El Ghouch, Anouar 1 Emrouznejad, Ali 1 Escanciano, Juan Carlos 1 Ferrara, Giancarlo 1 Ferreira, José António Sousa Jorge 1 Florens, Jean-Pierre 1 Frölich, Markus 1 Fukuda, Daisuke 1 Gao, Qi 1 Ge, Lin 1 Genton, Marc G. 1 Ghosh, Sujit Kumar 1 Gijbels, Irène 1 Giusti, Caterina 1 Golovkine, Steven 1 Guo, Guangbao 1 Han, Eric 1 Han, Peisong 1 Haupt, Harry 1 Hothorn, Torsten 1 Hu, X. Joan 1 Hušková, Marie 1 Ichimura, Tsuyoshi 1 Ickstadt, Katja 1 Jang, Woncheol 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 Kiefer, Nicholas M. 1 Kim, Yunsik 1 Kirkby, Justin Lars 1 Kishor, N. Kundan 1 Kleiber, Christian 1 Kokonendji, Célestin Clotaire 1 Kraus, Daniel 1 Kuchibhotla, Arun Kumar 1 Laake, Petter 1 Laloë, Thomas 1 Lee, Ying-Ying 1 Li, Cong 1 Li, Hongjun 1 Li, Rui 1 Li, Shuo 1 Liang, Zhongwen 1 Linton, Oliver Bruce 1 Liu, Long 1 Loh, Ji Meng 1 Loubes, Jean-Michel 1 Lu, Yang 1 Luedtke, Alex ...and 64 more Authors all top 5 Cited in 44 Serials 7 Journal of Econometrics 7 Econometric Reviews 7 Computational Statistics and Data Analysis 4 European Journal of Operational Research 4 Econometric Theory 3 Scandinavian Journal of Statistics 3 Journal of Nonparametric Statistics 3 Journal of Applied Statistics 3 Journal of Statistical Theory and Practice 3 Electronic Journal of Statistics 3 Journal of Econometric Methods 2 Metrika 2 Computational Statistics 2 Communications in Statistics. Simulation and Computation 2 Communications in Statistics. Theory and Methods 2 Journal of the Royal Statistical Society. Series B. Statistical Methodology 2 Statistical Methods and Applications 2 Journal of the Korean Statistical Society 2 Statistics and Computing 2 SIAM/ASA Journal on Uncertainty Quantification 1 The Canadian Journal of Statistics 1 The Annals of Statistics 1 Journal of the American Statistical Association 1 Operations Research 1 The Scandinavian Journal of Economics 1 Journal of Economic Dynamics & Control 1 Economics Letters 1 Journal of Statistical Computation and Simulation 1 Mathematical Methods of Statistics 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 Statistics Surveys 1 Sankhyā. Series B 1 Afrika Matematika 1 Bayesian Analysis 1 Use R! 1 Chapman & Hall/CRC Texts in Statistical Science Series all top 5 Cited in 9 Fields 88 Statistics (62-XX) 12 Numerical analysis (65-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Operations research, mathematical programming (90-XX) 3 Computer science (68-XX) 2 Probability theory and stochastic processes (60-XX) 1 Approximations and expansions (41-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mathematics education (97-XX) Citations by Year