Consider the following "true" multiple regression model (observation index omitted for simplicity):
$$ Y = \alpha_{1} + \alpha_{2}X + \alpha_{3}Z + u $$
where $u$ is white noise, normally distributed. Importantly, assume $X$ and $Z$ are correlated.
Say I estimate the following "first-step" regression via OLS:
$$ Y = \beta_{1} + \beta_{2}X + e $$
Note that due to the correlation assumption, $\beta_{2}$ is biased. From here, I construct the residuals $\hat{e}$, which can be understood as the "component of $Y$ not explained by $X$". Then, I estimate the "second-step" regression via OLS:
$$\hat{e} = \gamma_{1} + \gamma_{2}Z + v$$
Will $\gamma_{2}$ be an unbiased/consistent estimator of $\alpha_{3}$?