Suppose that you want to examine a time series of short-term interest rates as the dependent variable and inflation rates as the independent variable over 16 years. Different central bank actions force short-term interest rates to be low for the last eight years of the series, then it is likely that the residuals will appear to come from two different models.
We refer to this as:
A
正确
heteroskedasticity
B
Homoskedasticity
C
Non-stochastic
为什么这题选A？
