问题如下：
5. Is Chang’s Statement 1 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.
麻烦老师解释一下这道题，谢谢
