We consider nonparametric estimation and testing of linearity in a panel of intercorrelated time series. We place the emphasis on the situation where there are many time series in the panel but few observations for each of the series. The intercorrelation is described by a latent process, and a...

A robust version of local linear regression smoothers augmented with variable bandwidths is investigated for dependent spatial processes. The (uniform) weak consistency as well as asymptotic normality for the local linear M-estimator (LLME) of the spatial regression function g(<b>x</b>) are established...