这个知识点在哪个视频课里讲过

NO.PZ202208220100000302 问题如下 Intify the type of error anits impacts on regression Mol A incatethe ta in Exhibit 2. A.Sericorrelation, invalicoefficient estimates, anflatestanrerrors. B.Heteroskesticity, valicoefficient estimates, anflatestanrerrors. C.Sericorrelation, valicoefficient estimates, aninflatestanrerrors. A is correct. The Breusch–Gorey (BG) test is for sericorrelation, anfor Mol the test statistic excee the criticvalue. In the presenof sericorrelation, if the inpennt variable is a laggevalue of the pennt variable,then regression coefficient estimates are invaliancoefficients’ stanrerrors are flate so t-statistiare inflate Sericorrelation, 为什么是invalicoefficient estimates, 我看视屏讲解里归纳是不影响estimates和consisitency

NO.PZ202208220100000302 问题如下 Intify the type of error anits impacts on regression Mol A incatethe ta in Exhibit 2. A.Sericorrelation, invalicoefficient estimates, anflatestanrerrors. B.Heteroskesticity, valicoefficient estimates, anflatestanrerrors. C.Sericorrelation, valicoefficient estimates, aninflatestanrerrors. A is correct. The Breusch–Gorey (BG) test is for sericorrelation, anfor Mol the test statistic excee the criticvalue. In the presenof sericorrelation, if the inpennt variable is a laggevalue of the pennt variable,then regression coefficient estimates are invaliancoefficients’ stanrerrors are flate so t-statistiare inflate 步骤2不就是用来产生lag的吗？怎么才叫做没有“lag”呢？

NO.PZ202208220100000302问题如下 Intify the type of error anits impacts on regression Mol A incatethe ta in Exhibit 2. A.Sericorrelation, invalicoefficient estimates, anflatestanrerrors.B.Heteroskesticity, valicoefficient estimates, anflatestanrerrors.C.Sericorrelation, valicoefficient estimates, aninflatestanrerrors. A is correct. The Breusch–Gorey (BG) test is for sericorrelation, anfor Mol the test statistic excee the criticvalue. In the presenof sericorrelation, if the inpennt variable is a laggevalue of the pennt variable,then regression coefficient estimates are invaliancoefficients’ stanrerrors are flate so t-statistiare inflate 有点搞不懂是考哪一个知识点，这道题是什么意思？

NO.PZ202208220100000302问题如下 You are a junior analyst asset management firm. Your supervisor asks you toanalyze the return ivers for one of the firm’s portfolios. She asks you to constructthree regression mols of the portfolio’s monthly excess returns (RET),starting with the following factors: the market excess return (MRKT), a value factor(HML), anthe monthly percentage change in a volatility inx (VIX). Nextyou a a size factor (SMB), anfinally you a a momentum factor (MOM).Your three mols are follows:Your supervisor is concerneabout contionheteroskesticity in Mol 3 anasks you to perform the Breusch–Pag(BP) test. a 5% confinlevel, the criticvalue is 11.07. You run the regression for the test; the results are shown in Exhibit 1.Now the chief investment officer (CIO) joins the meeting anasks you to analyze two regression mols (A anfor the portfolio he manages. He gives you the test results for eaof the mols, shown in Exhibit 2.The CIO also asks you to test a factor mol for multicollinearity among its four explanatory variables. You calculate the varianinflation factor (VIF) for eaof the four factors; the results are shown in Exhibit 3. Intify the type of error anits impacts on regression Mol A incatethe ta in Exhibit 2. A.Sericorrelation, invalicoefficient estimates, anflatestanrerrors.B.Heteroskesticity, valicoefficient estimates, anflatestanrerrors.C.Sericorrelation, valicoefficient estimates, aninflatestanrerrors. A is correct. The Breusch–Gorey (BG) test is for sericorrelation, anfor Mol the test statistic excee the criticvalue. In the presenof sericorrelation, if the inpennt variable is a laggevalue of the pennt variable,then regression coefficient estimates are invaliancoefficients’ stanrerrors are flate so t-statistiare inflate 类比为正向序列相关，系数bi不受影响，不受影响是否可以说是有invali