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In the Presence of Heteroskedasticity, the Usual OLS Estimates Of

Question 2

Multiple Choice

In the presence of heteroskedasticity, the usual OLS estimates of:


A) standard errors are valid, whereas the t statistics and F statistics are invalid.
B) t statistics are valid, but the standard errors and F statistics are invalid.
C) F statistics are valid, but the standard errors and t statistics are invalid.
D) standard errors, t statistics, and F statistics are invalid.

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