A note on super exogeneity in linear regression models
这篇注记探讨了在椭圆线性回归模型中如何设定和检验不变性与超外生性假设，并证明对于联合椭圆分布的随机变量，超外生性仅在正态性条件下成立。
This note considers how hypotheses of invariance and super exogeneity may be formulated and tested in elliptical linear regression models. It is demonstrated that for jointly elliptical random variables super exogeneity will only hold under normality.