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

CC BY-SA 4.0
2021-10-26T17:54:40.787Z
2021-10-26T17:54:40.787Z
Bertrand
<p>I am looking for a fairly recent treatment of non parametric econometric methods. Something which can help me make sense of, for instance <a href="https://onlinelibrary.wiley.com/doi/abs/10.3982/ECTA11899?__cf_chl_jschl_tk__=pmd_Czdpbvg5wEauXA3005278w15omsOmZTzYFRfr9gdyx0-1635258802-0-gqNtZGzNAiWjcnBszQvl" rel="nofollow noreferrer">Hausman Newey Econometrica 2016</a>
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?).</p>

<econometrics><reference-request><demand-system-estimation><nonparametrics>
Reference on nonparametric econometrics
Tanay
# Reference on nonparametric econometrics

(Asked by: username_0 on 2021-10-26)

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](https://onlinelibrary.wiley.com/doi/abs/10.3982/ECTA11899?__cf_chl_jschl_tk__=pmd_Czdpbvg5wEauXA3005278w15omsOmZTzYFRfr9gdyx0-1635258802-0-gqNtZGzNAiWjcnBszQvl)
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?).

**Tags:** econometrics, reference-request, demand-system-estimation, nonparametrics

---

## 1 answers

### Answer by username_1 on 2021-10-26. Score: 4 | Accepted answer

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.


---

