2
$\begingroup$

I am looking for a fairly recent treatment of non parametric econometric methods. Something which can help me make sense of, for instance Hausman Newey Econometrica 2016 I did find some references on cross validated, but they seem a bit dated for my use. I am not necessarily looking for a textbook, a good set of publicly available notes would do just fine. It would also be helpful if the reference can help me understand the implementation side of things (maybe using R?).

$\endgroup$

1 Answer 1

4
$\begingroup$

Fairly recent, complete and very pedagogical textbooks, with a lot of codes available on R are:
Henderson, D. and C. Parmeter, 2015, Applied Nonparametric Econometrics, Cambridge University Press.
Racine, J., 2019, An Introduction to the Advanced Theory and Practice of Nonparametric Econometrics: A Replicable Approach Using R, Cambridge University Press.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.