Imagine we have two different samples and are interested in doing semi- or nonparametric regression analysis in each of them, possibly on the same econometric model. In this article we consider the problem of testing whether a specific covariate has different impacts on the regression curve in...

In this article we highlight the main differences of available methods for the analysis of regression functions that are probably additive separable. We first discuss definition and interpretation of the most common estimators in practice. This is done by explaining the different ideas of...