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...

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...

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...