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yawenzai · 2019年01月30日

问一道题:NO.PZ2015120204000018 [ CFA II ]

问题如下图:

选项:

A.

B.

C.

这不是相当于自变量于残差有关,即heteroskedasticity,那么应该是consistency啊 解释:

1 个答案

菲菲_品职助教 · 2019年02月01日

同学你好,这题并不是在考条件异方差,条件异方差只是遗漏变量会产生的后果之一,如果遗漏的这个变量是非常重要的话,就会影响到参数的估计和参数的性质,比如说一致性、无偏性等等,甚至是整个模型的错误估计。

 

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