A flexible semiparametric class of models is introduced that offers an alternative to classical regression models for count data as the Poisson and Negative Binomial model, as well as to more general models accounting for excess zeros that are also based on fixed distributional assumptions. The...

Summary For panels which are observed over a long time it has to be assumed that the effects of covariates vary across time. An estimation method based on local likelihood principles is proposed which allows to estimate the variation of coefficients in the case of discrete responses. Approximate...

The generalized varying coefficient partially linear model with growing number of predictors arises in many contemporary scientific endeavor. In this paper we set foot on both theoretical and practical sides of profile likelihood estimation and inference. When the number of parameters grows with...

A semiparametric method based on smoothing spline is proposed for the estimation of varying-coefficient partially linear models. A simple and efficient method is proposed, based on a partial spline technique with a lower-dimensional approximation to simultaneously estimate the...

This paper attempts to quantify the significance of the domestic saving effort for investment rates in a group of 25 emerging economies over the 1985-2006 period using a varying-coefficients, error-correction model. The model is also used to empirically examine how that significance is...