This chapter gives an overview over smooth backfitting-type estimators in additive models. Moreover, it illustrates their wide applicability in models closely related to additive models such as nonparametric regression with dependent error variables where the errors can be transformed to white...

We analyze the properties of non- and semiparametric estimation procedures involving nonparametric regression with generated covariates. Such estimators appear in numerous econometric applications, including nonparametric estimation of simultaneous equation models, sample selection models,...

Models are studied where the response Y and covariates X, T are assumed to fulfill E(Y|X; T) = G{XT β + α + m1(T1) + … + md(Td)}. Here G is a known (link) function, β is an unknown parameter, and m1, …, md are unknown functions. In particular, we consider additive binary response models...