Increasing dispersion in regression analysis means that with positive changes of the explanatory variable the residual variance increases. Motivated by theoretical questions in stability of demand systems we consider the question of increasing dispersion in a nonparameteric way. It amounts to...

Single index models are frequently used in econometrics and biometrics. Logit and probit models are special cases with fixed link functions. In this paper we consider a specification test that detects nonparametric deviations of the link function, e. g., testing against a semiparametric...

In this paper we investigate the gains of using nonparametric estimation methods in a family of models related to Generalised Linear Models. We focus especially on discrete choice models. We give an overview on different nonparametric and semiparametric approaches in this setting. In particular...