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...