1.随机解释变量与随机误差项独立 (Independence) Cov(X2.0)=E(x24)=E(x2)E(D)=0 2.随机解释变量与随机误差项同期无关 (contemporaneously uncorrelated),但异期相关。 Cov(X24)=E(x24,)=0 C0(X2i.4-s)=E(x24,-s)≠0 5≠0 3.随机解释变量与随机误差项同期相关 (contemporaneously correlated). Cov(X2.4,)=E(x2,4）≠0 2024/9/22 2024/9/22 4 1. 随机解释变量与随机误差项独立 (Independence) Cov(X2, ) = E(x2 ) = E(x2 )E() = 0 2. 随机解释变量与随机误差项同期无关 (contemporaneously uncorrelated)，但异期相关。 Cov(X2i, i ) = E(x2i i ) = 0 Cov(X2i, i−s ) = E(x2i i−s )  0 s  0 3. 随机解释变量与随机误差项同期相关 (contemporaneously correlated)。 Cov(X2i, i ) = E(x2i i )  0