Which of the following are consequences of heteroskedasticity? (i) The OLS estimators, j, are inconsistent. (ii) The
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(i) The OLS estimators, j, are inconsistent.
(ii) The usual F statistic no longer has an F distribution.
(iii) The OLS estimators are no longer BLUE.
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Parts ii and iii The homoskedasticity assumption played no role i...View the full answer
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Related Book For
Introductory Econometrics A Modern Approach
ISBN: 978-0324660548
4th edition
Authors: Jeffrey M. Wooldridge
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