The np Package - NexTag Supports Open Source Initiatives

npcmstest 13ReferencesAitchison, J. and C.G.G. Aitken (1976), “Multivariate binary discrimination by the kernel method,”Biometrika, 63, 413-420.Hsiao, C. and Q. Li and J.S. Racine (forthcoming), “A consistent model specification test withmixed categorical and continuous data,” Journal of Econometrics.Li, Q. and J.S. Racine (2007), Nonparametric Econometrics: Theory and Practice, Princeton UniversityPress.Maasoumi, E. and J.S. Racine and T. Stengos (2007), “Growth and convergence: a profile of distributiondynamics and mobility,” Journal of Econometrics, 136, 483-508.Murphy, K. M. and F. Welch (1990), “Empirical age-earnings profiles,” Journal of Labor Economics,8, 202-229.Pagan, A. and A. Ullah (1999), Nonparametric Econometrics, Cambridge University Press.Wang, M.C. and J. van Ryzin (1981), “A class of smooth estimators for discrete distributions,”Biometrika, 68, 301-309.Examples# EXAMPLE 1: For this example, we conduct a consistent model# specification test for a parametric wage regression model that is# quadratic in age. The work of Murphy and Welch (1990) would suggest# that this parametric regression model is misspecified.data("cps71")attach(cps71)model