关键词: 计量经济学模型, 随机扰动项, 模型设定误差, 变量观测误差

Abstract: The paper raises the distinguish between the original stochastic disturbance term and the derived stochastic error term, discusses and proves that if the relationship error of model or the measurement error of variables are exist in an econometric model, thus in the most of cases the stochastic error term will not fellow the normal distribution assumption and some other Gauss Assumptions.

Key words: econometric model, stochastic disturbance term, relationship error of model, measurement error of variables