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- W2110785335 abstract "We describe the R <b>np</b> 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 <b>np</b> 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." @default.
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- W2110785335 date "2008-01-01" @default.
- W2110785335 modified "2023-10-13" @default.
- W2110785335 title "Nonparametric Econometrics: The<b>np</b>Package" @default.
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- W2110785335 doi "https://doi.org/10.18637/jss.v027.i05" @default.
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