Multiple Choice
Which of the following is true of heteroskedasticity?
A) Heteroskedasticty causes inconsistency in the Ordinary Least Squares estimators.
B) Population R2 is affected by the presence of heteroskedasticty.
C) The Ordinary Least Square estimators are not the best linear unbiased estimators if heteroskedasticity is present.
D) It is not possible to obtain F statistics that are robust to heteroskedasticity of an unknown form.
Correct Answer:
Verified
Correct Answer:
Verified
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