We consider an additive model with second order interaction terms. It is shown how the components of this model can be estimated using marginal integration, and the asymptotic distribution of the estimators is derived. Moreover, two test statistics for testing the presence of interactions are...

The aim of this paper is to provide an alternative way of specification and estimation of a labor supply model. The proposed estimation procedure can be included in the so called predicted wage methods and its main interest is twofold. First, under standard assumptions in studies of labor...

Motivated by a nonparametric GARCH model we consider nonparametric additive regression and autoregression models in the special case that the additive components are linked parametrically. We show that the parameter can be estimated with parametric rate and give the normal limit. Our procedure...

Additive regression models have a long history in nonparametric regression. It is well known that these models can be estimated at the one dimensional rate. Until recently, however, these models have been estimated by a backfitting procedure. Although the procedure converges quickly, its...

This paper is concerned with the estimation and inference of nonparametric and semiparametric additive models in the presence of discrete variables and dependent observations. Among the different estimation procedures, the method introduced by Linton and Nielsen, based in marginal integration,...

In this paper we estimate the relationship between urban sprawl and a measure of air quality, namely the number of days in which the PM10 concentration exceeds safeguard limits in European Union cities. Building on a multidimensional representation of sprawl, the paper employs several indicators...

This study estimates a hedonic price function using a semiparametric regression based on Penalized Spline Smoothing, and compares the price prediction performance with conventional parametric models. The excellent results obtained show that the semiparametric models allow to obtain a significant...

The aim of this paper is to provide an alternative way of specification and estimation of a labor supply model. The proposed estimation procedure can be included in the so called predicted wage methods and its main interest is twofold. First, under standard assumptions in studies of labor...

This paper is concerned with the estimation and inference of nonparametric and semiparametric additive models in the presence of discrete variables and dependent observations. Among the different estimation procedures, the method introduced by Linton and Nielsen, based in marginal integration,...

Motivated by a nonparametric GARCH model we consider nonparametric additive regression and autoregression models in the special case that the additive components are linked parametrically. We show that the parameter can be estimated with parametric rate and give the normal limit. Our procedure...