In this paper, we introduce a new identification and estimation strategy for partially linear regression models with a general form of unknown heteroscedasticity, that is, Y = X'β₀ + m(Z) + U and U = ...

This is a preview. Log in through your library . Abstract We consider the semi-parametric regression model Y = X t β + Φ(Z) where β and Φ(·) are unknown slope coefficient vector and function, and ...

ECONOMISTS develop economic models to explain consistently recurring relationships. Their models link one or more economic variables to other economic variables (see “What Are Economic Models,” F&D, ...

Economists develop economic models to explain consistently recurring relationships. Their models link one or more economic variables to other economic variables (see “Economic Models,” p. 8). For ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

This course is compulsory on the MSc in Econometrics and Mathematical Economics. This course is available on the MRes in Economics, MRes in Economics and Management, MRes in Management (Marketing) and ...