Jeffrey S. Racine Research

Pointers, companion materials, and software links for nonparametric econometrics, reproducible econometrics, semiparametric methods, and the R packages that support this work.

This auxiliary site complements my McMaster profile. For working examples and current package-oriented code, see the Gallery of Code.

At A Glance

Books

Companion pointers for the Cambridge, Oxford, and Princeton books, including errata, public code archives, tables of contents, and instructor-material notes.

Books and monographs

Research Contributions Map

A guide to how the books, articles, examples, and R packages fit together across kernel methods, splines, mixed data, and reproducible computation.

Research contributions map

Reader Pathways

Short routes through the corpus for students, instructors, applied researchers, package users, and method developers.

Reader pathways

Software

Current links for np, npRmpi, crs, and legacy package materials, with CRAN, GitHub, manuals, vignettes, and review articles.

R packages

Teaching

Public downloads and a clear note on instructor-only materials for adopted courses, without mixing private course files into the public site.

Teaching materials

Downloads

Local PDFs, code archives, errata, manuals, and teaching-adjacent resources gathered from the older research page.

Downloads and teaching

Gallery

The Gallery is the code-first companion for worked examples, package-oriented snippets, and current usage notes.

Gallery of Code

Research Thread

Much of the material collected here is tied to three overlapping themes:

• nonparametric and semiparametric econometric methods for mixed continuous and categorical data;
• reproducible computational econometrics in R, from core R workflows to robust inference and time series;
• software implementation, documentation, and applied workflows around np, npRmpi, and crs.

The companion Gallery of Code is the practical example layer. This research site is the bibliographic and resource layer: book links, package references, auxiliary downloads, and durable pointers.

Navigation Guidance

Start with Reader Pathways if you want a guided route by audience. Use Books and Monographs if you are looking for a publication or companion file. Use the Research Contributions Map if you want to know which book or package is closest to a topic. Use R Packages for software entry points, current package versions, manuals, vignettes, and source repositories.

Core References

• Racine, J.S. (2019a), An Introduction to the Advanced Theory and Practice of Nonparametric Econometrics: A Replicable Approach Using R.
• Racine, J.S. (2019b), Reproducible Econometrics Using R.
• Li, Q. and J.S. Racine (2007), Nonparametric Econometrics: Theory and Practice.
• Hayfield, T. and J.S. Racine (2008), “Nonparametric Econometrics: The np Package.”
• Nie, Z. and J.S. Racine (2012), “The crs Package: Nonparametric Regression Splines for Continuous and Categorical Predictors.”

Quick Links

Destination	Link
McMaster profile	experts.mcmaster.ca/display/racinej
Gallery of Code	jeffreyracine.github.io/gallery
np on CRAN	cran.r-project.org/package=np
npRmpi on CRAN	cran.r-project.org/package=npRmpi
crs on CRAN	cran.r-project.org/package=crs
np source	github.com/JeffreyRacine/R-Package-np
npRmpi source	github.com/JeffreyRacine/R-Package-np/tree/npRmpi
crs source	github.com/JeffreyRacine/R-Package-crs

References

Hayfield, Tristen, and Jeffrey S. Racine. 2008. “Nonparametric Econometrics: The np Package.” Journal of Statistical Software 27 (5): 1–32. https://doi.org/10.18637/jss.v027.i05.

Li, Q., and J. Racine. 2007. Nonparametric Econometrics: Theory and Practice. Princeton University Press. https://press.princeton.edu/books/hardcover/9780691121611/nonparametric-econometrics.

Nie, Zhenghua, and Jeffrey S. Racine. 2012. “The crs Package: Nonparametric Regression Splines for Continuous and Categorical Predictors.” R J. 4: 48. https://api.semanticscholar.org/CorpusID:10908672.

Racine, Jeffrey S. 2019a. An Introduction to the Advanced Theory and Practice of Nonparametric Econometrics: A Replicable Approach Using R. Cambridge University Press. https://doi.org/10.1017/9781108649841.

Racine, Jeffrey S. 2019b. Reproducible Econometrics Using R. Oxford University Press. https://global.oup.com/academic/product/reproducible-econometrics-using-r-9780190900663?cc=ca&lang=en&.