习题：
　　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考试网络课程免费试听  请点击试听
　　解析：
　　Answer: A
　　Explanation: The error terms have a non-constant variance so they are heteroskedastic.
　　相关知识点：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.高顿网校为考生准备了史上最全的FRM考试备考指南，轻松学习，简单、高效，让考试So Easy！了解详情
        FRM考试在线高清视频指导