This paper considers identification and estimation of ceteris paribus effects of continuous regressors in nonseparable panel models with time homogeneity. The effects of interest are derivatives of the average and quantile structural functions of the model. We find that these derivatives are...

A new method for testing linear restrictions in linear regression models is suggested. It allows to validate the linear restriction, up to a specified approximation error and with a specified error probability. The test relies on asymptotic normality of the test statistic, and therefore...

We propose two test statistics for use in inverse regression problems Y = Kcedil; + , where K is a given matrix or operator which cannot be continuously inverted. Thus, only noisy, indirect observations Y for the function cedil; are available. The tests are designed for hypotheses of the form H0...

While optimal rates of convergence in L <Subscript>2</Subscript> for spectral regularization estimators in statistical inverse problems have been much studied, the pointwise asymptotics for these estimators have received very little consideration. Here, we briefly discuss asymptotic expressions for bias and variance...</subscript>