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Which of the following statements regarding heteroskedasticity is FALSE? A. Heteroskedasticity may occur in cross-section or time-series analyses. B. Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference. C. Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables. D. The assumption of linear regression is that the residuals are heteroskedastic. |