Since in many situations the error term is not normally distributed, it is important to know the asymptotic properties (large sample properties), i.e., the properties of OLS estimator and test statistics when the sample size grows without bound.

• 由于在很多情形下误差项可能呈现非正态分布，了解OLS估计量和检验统计量的渐近性，即当样本容量任意大时的特性就是重要的问题。