违背基本假定问题剖析.ppt

本章说明 基本假定违背主要 包括： 随机误差项序列存在异方差性； 随机误差项序列存在序列相关性； 解释变量之间存在多重共线性； 解释变量是随机变量且与随机误差项相关的随机解释变量问题； 模型设定有偏误； 解释变量的方差不随样本容量的增而收敛。 计量经济检验：对模型基本假定的检验 本章主要讨论前4类 为什么不讨论正态性假设？ William H. Greene(2003), Econometric Analysis In most cases, the zero mean assumption is not restrictive. In view of our description of the source of the disturbances, the conditions of the central limit theorem will generally apply, at least approximately, and the normality assumption will be reasonable in most settings. Except in those cases in which some alternative distribution is assumed, the normality assumption is probably qu