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 = ...

Disturbances in the classical linear regression model that do not have constant variances are said to be heteroscedastic. A vector of standardized residuals is defined whose distribution depends only ...

Linear regression is a powerful and long-established statistical tool that is commonly used across applied sciences, economics and many other fields. Linear regression considers the relationship ...