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2023-11-05 13:00“The presence of serial correlation in the error terms will affect the validity of coefficient estimation, when one of the independent variables is a lagged value of the dependent variable”難道不是只有multicollinary的情況才會(huì)affect validity of coeff estimation嗎
所屬:CFA Level II > Quantitative Methods 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個(gè)回答
愛吃草莓的葡萄助教
2023-11-06 14:13
該回答已被題主采納
同學(xué)你好。如下圖,在序列相關(guān)性中,如果自變量是因變量的滯后項(xiàng),此時(shí)會(huì)影響估計(jì)的有效性。
