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DEFINITION: The sequence of estimatorŝn:n1,2,...isn-asymptotically normalifn̂n−d→Normal0,C, all∈ΘwhereCis apppositive semidefinite matrix for all.∙The matrixCis usually called theasymptotic varianceofn̂n−.∙Becausen̂n−converges in distribution it is alsoOp1.Therefore, anyn-aysmptotically normal estimator is necessarilyn-consistent.30