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 paper proposes a new approach to modeling heteroskedasticity which enables the modeler to utilize information conveyed by data plots in making informed decisions on the form and structure of ...

This course is available on the MRes/PhD in Economics and MRes/PhD in Management (Marketing). This course is not available as an outside option. Students should have completed an undergraduate level ...