Question 1;

Suppose one has a random sample of n observations from the linear conditionally homoskedastic regression model 1=after, Elem]=0, E[elm]=0'. Let A be the OLS estimator of 8, and let V, and V; be the White and Newey-West estimators of the asymptotic variance matrix of #. Find E[V |4'] and E[V,[.\\'], where A is the matrix of stacked regressors for all observations