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In the fitting methods of both the ordinary nonparametric regression models and the varying coefficient regression models, the error term of the models is usually assumed to be homoscedastic.

在以上这些回归,通常假定模误差是等

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Freakonomics Radio

So, in fact, you talked about nonparametric econometrics, and another strange experience I had was in my second year of grad school, a professor named Whitney Newey taught nonparametric econometrics.

所以,事实上,你谈参数计量经济学,另一奇怪的经历是在我读的第二年,一位名叫 Whitney Newey 的教授教授参数计量经济学。

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