In this paper we introduce estimators for the nonparametric and the finite dimensional components of a partially additive model. In a first step the parametric part is estimated through an instrumental variable method. Then the nonparametric additive components are estimated by inserting the...

The study of the time-of-day electricity demand motivates the introduction of a new class of nonparametric estimators: the constrained smoothing spline estimator. We compare the results obtained with this estimator against the classical Fourier and smoothing splines estimates.

In this paper, we consider the nonparametric estimation of a varying coefficient fixed effect panel data model. The estimator is based in a within (un-smoothed) transformation of the regression model and then a local linear regression is applied to estimate the unknown varying coefficient...

We develop non-nested tests in a general spatial, spatio-temporal or panel data context. The spatial aspect can be interpreted quite generally, in either a geographical sense, or employing notions of economic distance, or even when parametric modelling arises in part from a common factor or...