NO.PZ2015120204000017
问题如下：
Conditional heteroskedasticity will result in consistent coefficient estimates, but both the t-statistics and F-statistic will be biased, resulting in false inferences. Is this Statement correct?
选项：
A.Yes.
B.No, because the model’s F-statistic will not be biased.
C.No, because the model’s t-statistics will not be biased.
解释：
A is correct.
Chang is correct because the presence of conditional heteroskedasticity results in consistent parameter estimates, but biased (up or down) standard errors, t-statistics, and F-statistics.
老师，此题的条件异方差对系数的估计和一致性不是没影响么？怎么理解题目里的英文？
