content_image/311371.jpg content_image/311372.jpg content_image/311370.jpg
Then W ( y ∗ $_{T}$,g ¯ $_{θ}$,λ$_{T}$ ,A ˆ V$_{T}$A $^{′}$) = 

<img src='content_image/311371.jpg'>

(a) If CLDR holds then W$_{T}$ by continuity of the determinants of polyno- mials and polynomial matrices converges to 

<img src='content_image/311372.jpg'>

substituting the reparametrized functions for A = V − 1 2 we get the result. 

(b) Follows by continuity of the determinants of polynomial matrices and (24) . 

Proof of Theorem 5.1. Consider the asymptotically equivalent statistic: 

<img src='content_image/311370.jpg'>

