1 which of the following is true of heteroskedasticity a heteroskedast
Question
(1) Which of the following is true of heteroskedasticity?
(a) Heteroskedasticity causes inconsistency in the OLS estimators.
(b) The OLS estimators are not the best linear unbiased estimators if heteroskedasticity
is present.
(c) It is not possible to obtain F statistics that are robust to heteroskedasticity of an
unknown form.