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Plim ab plim - PowerPoint PPT Presentation

Asymptotics

Asymptotics. What do you need to know?. Need to understand concept of a plim Need to be able to do things like prove consistency (or inconsistency of an estimator). What else do you need to know?. Understand the idea of convergence in distribution

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Plim ab plim - PowerPoint PPT Presentation

Asymptotics