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asymptotic


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1 اقتصاد:: مجانبی

1, as opposed to joint asymptotic where N and T ! The asymptotic distributions of the tests are derived under the null and are shown to be normally distributed. The asymptotic distributions are derived using sequential limits, wherein T ! The drawback of sequential limits is that in certain cases, they can give asymptotic results which are misleading. We show that the asymptotic distributions of the test are normal and that their convergence rate is \/N.

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