Which of the following are consequences of heteroskedasticity? (i) The OLS estimators, j, are inconsistent. (ii) The

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Which of the following are consequences of heteroskedasticity?
(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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Introductory Econometrics A Modern Approach

ISBN: 978-0324660548

4th edition

Authors: Jeffrey M. Wooldridge

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Question Posted: Apr 21, 2016 04:51 AM

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Which of the following are consequences of heteroskedasticity? (i) The OLS estimators, j, are inconsistent. (ii) The

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Parts ii and iii The homoskedasticity assumption played no role i...View the full answer

Introductory Econometrics A Modern Approach

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