Question: Develop a version of Theorem 17.2 for the differenced estimator b. Can you weaken Assumption 17.2.3? State an appropriate version which is sufficient for asymptotic

Develop a version of Theorem 17.2 for the differenced estimator b¯¢. Can you weaken Assumption 17.2.3? State an appropriate version which is sufficient for asymptotic normality.

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