Books, Papers, and Citation

Reading map and citation guide for the books, package papers, and related references behind np, npRmpi, and crs.
Keywords

books, papers, citation, np, npRmpi, crs

For theory, methodology, and reproducible examples, the following books and papers are the natural starting points.

Where should I begin?

If you want… Start here
The main nonparametric econometrics theory reference Li and Racine, Nonparametric Econometrics: Theory and Practice
A reproducible R-oriented route through econometrics Racine, Reproducible Econometrics Using R
A package-focused introduction to np Hayfield and Racine (2008), Journal of Statistical Software
The parallel/MPI package paper Ho, Huynh, and Jacho-Chavez (2011), Journal of Applied Econometrics
The spline-package paper Nie and Racine (2012), The R Journal
A shorter website-first route before reading papers Kernel Primer, Splines, and MPI and Large Data

Books

  • Qi Li and Jeffrey S. Racine, Nonparametric Econometrics: Theory and Practice (Princeton University Press)
  • Jeffrey S. Racine, An Introduction to the Advanced Theory and Practice of Nonparametric Econometrics (A Replicable Approach Using R) (Cambridge manuscript)
  • Jeffrey S. Racine, Reproducible Econometrics Using R (Oxford University Press)

Package papers

  • Hayfield, T. and J.S. Racine (2008), “Nonparametric Econometrics: The np Package,” Journal of Statistical Software, 27(5), 1-32.
  • Ho, A.T., K.P. Huynh, and D.T. Jacho-Chavez (2011), “npRmpi: A Package for Parallel Distributed Kernel Estimation in R,” Journal of Applied Econometrics, 26, 344-349.
  • Nie, Z. and J.S. Racine (2012), “The crs Package: Nonparametric Regression Splines for Continuous and Categorical Predictors,” The R Journal, 4(2), 48-56.

These are still useful because they explain package intent, not just function syntax.

Other useful references

  • Harrison, T.D. (2008), “Review of np Software for R,” Journal of Applied Econometrics, 23, 861-865.
  • Racine, J.S. (2012), “RStudio: A Platform-Independent IDE for R and Sweave,” Journal of Applied Econometrics, 27(1), 167-172.
  • Racine, J.S. and R. Hyndman (2002), “Using R to Teach Econometrics,” Journal of Applied Econometrics, 17(2), 175-189.

Citation from inside R

For package citation, the simplest route is still:

citation("np")
citation("npRmpi")
citation("crs")

That gives you the package’s current citation record directly from the installed package.

How this page fits with the rest of the site

Additional materials

Further materials, including code and related resources, remain available at jeffreyracine.github.io/research.

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