为什么t统计量和f统计量会产生偏差？

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：

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