Hello,

Im stuck with this questions. Its asking for the derivation of asymptotic properties of 1/n*(sum of ehat^3) where ehat is the residual of OLS.

Apparently Im supposed to use Law of large number, central limit theorem and other convergence theorems to derive the asymptotic properties of this

I tried expanding ehat = y - x'B but it just gets too complicated

Is there an easier way for this?

Thanks