Question: Take the linear model Y Xe with E[e j X] 0 and X 2 R. Consider the estimator Find the asymptotic distribution of

Take the linear model Y Æ X¯Åe with E[e j X] Æ 0 and X 2 R. Consider the estimator. i=1

Find the asymptotic distribution of p n ¡ b¯¡¯
¢
as n!1.

. i=1

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