问题如下图:
选项:
A.
B.
C.
D.
解释:
FRM 1-Quantitative Analysis讲义第127页:
Assumption
2. X is uncorrelated with the error item。根据这点,为什么III是错的?
4. The variance of the error item is constant。并没有提到the variance of the dependent variable is assumed to be constant. 如果IV是对的, can we assume in the OLS model, the variance of X,Y,e are all constant?