習(xí)題：
　　Exercise:
　　We observe the variance of the error term is an increasing function of the explanatory variable. Which assumptions are violated?
　　A.    Homoskedasticity.
　　B.    Multicollinearity.
　　C.    Model is linear.
　　D.    No autocorrelation between error terms.本站提供FRM考試網(wǎng)絡(luò)課程免費(fèi)試聽  請點(diǎn)擊試聽
　　解析：
　　Answer: A
　　Explanation: The error terms have a non-constant variance so they are heteroskedastic.
　　相關(guān)知識點(diǎn)：Homoskedasticity and Heteroskedasticity
　　The error term μi is homoskedastic if the variance of the conditional distribution of μi given Xi is constant for i = 1,…, n and in particular does not depend on x.
　　Heteroskedasticity means that the dispersion of the error terms varies over the sample.
　　l  It may take the form of conditional heteroskedasticity, which says that the variance is a function of the independent variables.
　　l  Conditional heteroskedasticity does create significant problems for statistical inference.高頓網(wǎng)校為考生準(zhǔn)備了史上最全的FRM考試備考指南，輕松學(xué)習(xí)，簡單、高效，讓考試So Easy！了解詳情
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