Introduction to Asymptotic Theory Example 4.1 Suppose {is IID(u,2),and Zn=n-1Z.Then 7n9y4. Solution:Because E(Zn)=u,we have 以原-w以-（空4-京店 1 var(Zt) t=1 n -→0asn→o. It follows that E2,-P2=g2→0asn→c m ADVANCED ECONOMETRICS Linear Regression Models with IID Observations March 31,2021 6ADVANCED ECONOMETRICS Linear Regression Models with IID Observations March 31, 2021 6 Introduction to Asymptotic Theory Example 4.1