試題詳解

10. Which of the following is false?
(A) If all Gauss-Markov conditions are satisfied, the OLS estimators are unbiased.
(B) If all Gauss-Markov conditions are satisfied, the OLS estimators are consistent.
(C) If all Gauss-Markov conditions are satisfied, the OLS estimators have the lowest conditional variance among all linear conditionally unbiased estimators.
(D) Ifthe conditional variance of u_i is heteroscedastic, then Gauss-Markov conditions are violated and the OLS estimators are biased.
(E) None of the above choices (a)-(d).