Question: (Test Consistency) Following Proposition 17 (Classical Test Consistency, p. 402), we show that the Wald test is consistent. Prove that the LR, score, and C()

(Test Consistency) Following Proposition 17 (Classical Test Consistency, p. 402), we show that the Wald test is consistent. Prove that the LR, score, and C(α) tests are also consistent under the same conditions.

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