
Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
Edition 3ISBN: 978-9352863501
Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
Edition 3ISBN: 978-9352863501 Exercise 5
Suppose that A n is a random variable that converges in probability to 3. Suppose that B n is a random variable that converges in distribution to a standard normal. What is the asymptotic distribution of A n B n Use this asymptotic distribution to compute an approximate value of Pr( A n B n 2).
Explanation
A n is converges to 3 and B n converges ...
Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
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