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, ...

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 = ...

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 is a preview. Log in through your library . Abstract We consider the dynamic regression model with lagged endogenous variables and moving average disturbances, when some observations on the ...