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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.

在些回归拟方法中，通常假定误差是等方差。

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魔鬼学

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，你非参数计量学，另一个奇怪是在我读研究生第二年，一位名叫 Whitney Newey 教授教授非参数计量学。

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