What are the probability limits of (1/n) LM, where LM is defined in (13-31) under the null

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What are the probability limits of (1/n) LM, where LM is defined in (13-31) under the null hypothesis that σ2 u = 0 and under the alternative that σ2u ≠ 0?

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Econometric Analysis

ISBN: 978-0130661890

5th Edition

Authors: William H. Greene

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Question Posted: Nov 11, 2010 02:51 AM

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What are the probability limits of (1/n) LM, where LM is defined in (13-31) under the null

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To find plim1nLM plim 72T1eit 1 we can concentrate on the sums inside the curled brackets First E nT ...View the full answer

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