随机解释变量问题 1.随机解释变量与随机误差项独立Independence) Cov(X24)=E(x24)=E(x2)E(4)=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.4,)=E(x24,)=0 5≠0 Cov(X2iMs)=E(xz)0 3.随机解释变量与随机误差项同期相关 contemporaneously correlated). Cow(X2,4)=E(x24,)≠0Cov(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 一、随机解释变量问题 1.随机解释变量与随机误差项独立(Independence)