Now, assume only finite second moments of x; E[x2i ] is finite. Is this sufficient to establish
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Now, assume only finite second moments of x; E[x2i ] is finite. Is this sufficient to establish consistency of b? E [|xy|] ≤ {E[x2]} 1/2{E [y2]}1/2will be helpful.) Is this assumption sufficient to establish asymptotic normality?
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