We develop new multiscale methods to test qualitative hypotheses about the function m in the non-parametric regression model Yt,T=m(t/T)+ɛt with time series errors ɛt. In time series applications, m represents a non-parametric time trend. Practitioners are often interested in whether the trend...

The random coeffcients model is an extension of the linear regression model which allows for additional heterogeneity in the population by modeling the regression coeffcients as random variables. Given data from this model, the statistical challenge is to recover information about the joint...

The random coeffcients model is an extension of the linear regression model which allows for additional heterogeneity in the population by modeling the regression coeffcients as random variables. Given data from this model, the statistical challenge is to recover information about the joint...