The aim of this paper is to show that existing estimators for the error distribution in nonparametric regression models can be improved when additional information about the distribution is included by the empirical likelihood method. The weak convergence of the resulting new estimator to a...

This paper is concerned with testing rationality restrictions using quantile regression methods. Specifically, we consider negative semidefiniteness of the Slutsky matrix, arguably the core restriction implied by utility maximization. We consider a heterogeneous population characterized by a...

In the problem of testing the equality of k regression curves from independent samples we discuss three methods using nonparametric estimation techniques of the regression function. The first test is based on a linear combination of estimators for the integrated variance function in the...

In a recent paper Speckman et al. (2002) introduced a technique for accounting co-variates when their effects are nonlinear. They proposed a test for a one-sided analysis of covariance which is based on a rank test for the residuals obtained by smoothing the dependent variable on the covariate....