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(X2,)=E(x24)=0 Cov(X2iu=E(x2i=)#0 ≠0 3.随机解释变量与随机误差项同期相关 (contemporaneously correlated)o Cow(X2,1)=E(x21)≠01. 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