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.