marginal integration estimation approach for additive models with the identity link. The corresponding asymptotic normality of …

component. We eliminate individual effects using first differencing transformation and estimate the unknown function by marginal … integration. We extend our methodology to treat panel data models with both individual and time effects. And we characterize the …

functions with the same shape. We estimate each nonparametric function with a ‘marginal integration method’, and then combine …

polynomial smoother for the nonparametric part; the second estimates the additive components by a marginal integration estimator … marginal integration estimator, and we derive the asymptotic distribution of the test statistic. The transfer principle of Koul …