Which of the following are consequences of heteroskedasticity?(i) The OLS estimators, . ar...
Which of the following are consequences of heteroskedasticity?
(i) The OLS estimators,
. are inconsistent.
(ii) The usual F statistic no longer has an F distribution.
(iii) The OLS estimators are no longer BLUE.
. are inconsistent.Step-by-Step Solution
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