【简答题】Which of the following is true of heteroskedasticity?A. Heteroskedasticty causes inconsistency in the Ordinary Least Squaresestimators.B. Population R2 is affected by the presence of heteroskedastict...
【简答题】Which of the following is true of Chow test?A. It is a type of t test.B. It is only valid under homoskedasticty.C. It is a type of sign test.D. It is only valid under heteroskedasticity
【判断题】In case of conditional heteroskedasticity, we might have 【图片】. But with the heterokedasticity consistent estimator proposed by White (1980), we can estimate consistently estimate【图片】 for t = 1, 2, · ...