Additive Models: Extensions and Related Models.

We give an overview over smooth backtting type estimators in additive models. Moreover we il- lustrate their wide applicability in models closely related to additive models such as nonparametric regression with dependent error variables where the errors can be transformed to white noise by a linear transformation, nonparametric regression with repeatedly measured data, nonparametric panels with xed eects, simultaneous nonparametric equation models, and non- and semiparamet- ric autoregression and GARCH-models. We also discuss extensions to varying coecient models, additive models with missing observations, and the case of nonstationary covariates.