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- W138513197 abstract "This chapter discusses different versions of the central limit theorem that provide conditions guaranteeing the asymptotic normality of n–1/2X'ɛ. As with laws of large numbers, different conditions will apply to different kinds of economic data. Under general conditions, the sample average of a sequence has a limiting unit normal distribution when appropriately standardized. The results that follow specify precisely the restrictions that are sufficient to imply asymptotic normality. As with the laws of large numbers, there are natural trade-offs among these restrictions. Typically, greater dependence or heterogeneity is allowed at the expense of imposing more stringent moment requirements. The chapter discusses independent identically distributed observations, independent heterogeneously distributed observations, dependent identically distributed observations, dependent heterogeneously distributed observations, and martingale difference sequences." @default.
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- W138513197 date "1984-01-01" @default.
- W138513197 modified "2023-09-27" @default.
- W138513197 title "Central Limit Theory" @default.
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- W138513197 doi "https://doi.org/10.1016/b978-0-12-746650-7.50009-8" @default.
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