Which of the following are possible consequences of heteroscedasticity?I. The standard errors of the regression coefficients are not estimated correctly.II. The OLS estimates are inefficient.III. The t-test and F-tests are still valid.

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Which of the following are possible consequences of heteroscedasticity?<br/>I. The standard errors of the regression coefficients are not estimated correctly.<br/>II. The OLS estimates are inefficient.<br/>III. The t-test and F-tests are still valid.