Suppose that (A_{n}) is a sequence of random variables that converges in probability to 3 . Suppose

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Suppose that \(A_{n}\) is a sequence of random variables that converges in probability to 3 . Suppose that \(B_{n}\) is a sequence of random variables 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 \(\operatorname{Pr}\left(A_{n} B_{n}<2\right)\).

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Introduction To Econometrics

ISBN: 9780134461991

4th Edition

Authors: James Stock, Mark Watson

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