If the disturbance are not conditionally homoskedastic.....© BrainMass Inc. brainmass.com October 2, 2022, 6:38 pm ad1c9bdddf
choose (e): this is actually heteroskedasticity problem.
With this problem, the variance-covariance matrix of the disturbance term is no longer σ2 I form.
If the disturbance are not conditionally homoskedastic. A regression models is provided.