.Essays in Non- and SemiparametricEconometricsInauguraldissertation zur Erlangung des akademischen Grades einesDoktors der Wirtschaftswissenschaften der Universit¨at Mannheimvorgelegt vonChristoph RotheApril 2009.Abteilungssprecher: Prof. Dr. Enno MammenReferent: Prof. Dr. Enno MammenKoreferent: Prof. Richard Blundell, Ph.D.Tag der Verteidigung: 28.05.2009iiAcknowledgementsFirst of all, I would like to thank my adviser Enno Mammen for his guidance and su-pervision during the process of writing this thesis. He introduced me to the fascinatingfield of non- and semiparametric econometrics, and my research has benefited a lot fromhis deep knowledge about statistics. During my time at the Chair of Statistics, I havereceived all the support I could ever have asked for, and I am very grateful for that.I also wish to thank Richard Blundell for advice on my thesis and beyond. I benefiteda lot from four very encouraging and insightful months in London that did not onlybroaden my perspective on my own topic but on econometrics in general.I would also like to thank my colleagues at the Chair of Statistics, in particularKyusang Yu, Melanie Schienle and Christoph Nagel, for all the lively discussions abouteconometrics, statistics and essentially anything else. The same goes for my fellow grad-uate students at the CDSE, who were important contributors to the wonderful researchatmosphere I experienced here.