Imagine we have two different samples and are interested in doing semi- or nonparametric regression analysis in each of them, possibly on the same econometric model. In this article we consider the problem of testing whether a specific covariate has different impacts on the regression curve in...

The dissertation consists of three essays. The main focus is set on semiparametric regression modeling, which embodies the strength of parametric and nonparametric regression models in terms of flexibility, dimensionality and interpretability. The first essay is “Some Recent Advances in...

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 non- and semiparametric testing, the wild bootstrap is a standard method to determine the critical values of the test. While there exists an increasing literature on how to find a proper smoothing parameter for the nonparametric alternative, almost nothing is known how to choose a smoothing...