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KEY TERMS Asymptotic Bias Asymptotic Confidence Interval Asymptotic Normality Asymptotic Properties Asymptotic Standard Error Asymptotic t Statistics Asymptotic Variance Asymptotically Efficient Auxiliary Regression Consistency Inconsistency Lagrange Multiplier LM Statistic Large Sample Properties n-R-squared Statistic Score Statistic 175 ÓÎË ŒflÃ×-Õ ÅÿflÚ ÔÔ ÔÔÚÔÎÚ ÔÔÚÔÍÚ ́¥ ̈·°¥ßÊ ̄ÎÚÔÙ ÎÚÓ ̃ ̄ÎÚÔÙ ÎÚÓ ̃ ø ̃Ì Î æ ̃Ó Ì ÔÔ o ̃Óð Á ÔÓ Î È Í Ï ÔÌ a ̃Ì Î Ë o ̃ÓÌÌÔÍ Á Ï Ë ÔÈ 12 ̃Ì ÓË ÏÏÎÎËÌ ÔÎ ÍÍ ÓÔ Áð Ô o ̃ÔÈ fl2Ú ø ̃Ï æ ̃ÌÎ ́¥ ̈·°¥ßÊ Ìæ æÓ ø ̃ 12.
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