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Define Q as \\(E(V_ iY_ i)\\), R as \\(E(V_ iU_ i)\\), S as \\(E(V_ iV^ T_ i)\\). \\(r\\geq p\\), R has rank p, and \\(S^{-1}\\) exists.    Define \\(Q_ n\\) as \\((1/n)(V_ 1Y_ 1+...+V_ nY_ n), R_ n\\) as \\((1/n)(V_ 1U_ 1+...+V_ nU_ n), S_ n\\) as \\((1/n)(V_ 1V^ T_ 1+...+V_ nV^ T_ n),\\) and \\(\\Delta_ n\\) as \\((1/n)(V_ 1\\epsilon_ 1+...+V_ n\\epsilon_ n).\\) \\(\\hat A_ n\\), the two-stage least squares estimator of A, is \\((R^ T_ nS_ n^{-1}R_ n)^{-1}R^ T_ nS_ n^{-1}Q_ n.\\)    Define \\({\\hat \\epsilon}{}_ i(n)\\) as \\(Y_ i-U_ i\\hat A_ n\\), \\(\\hat b{}_ n\\) as \\(S_ n^{-1}(Q_ n-R_ n\\hat A_ n),\\) and \\({\\tilde \\epsilon}{}_ i(n)\\) as \\({\\hat \\epsilon}{}_ i(n)-V^ T_ i\\hat b_ n\\). Let \\({\\tilde \\mu}{}_ n\\) be the empirical distribution function which assigns probability 1/n to each of the n points \\((U_ i,V_ i,{\\tilde \\epsilon}_ i(n))\\). For \\(j=1,...,n\\), generate \\((U^*_ j,V^*_ j,\\epsilon^*_ j)\\), which are conditionally independent, each with distribution \\({\\tilde \\mu}{}_ n.\\)    Define \\(Y^*_ j\\) as \\(U^*_ j\\hat A_ n+\\epsilon^*_ j\\). Define \\(Q^*_ n\\), \\(R^*_ n\\), \\(S^*_ n\\), \\(\\Delta^*_ n\\) and \\(\\hat A^*_ n\\) in terms of the starred observations in exactly the same way as \\(Q_ n\\), \\(R_ n\\), \\(S_ n\\), \\(\\Delta_ n\\), and \\(\\hat A_ n\\) were defined in terms of the original observations.    It is shown that for almost all sample sequences, \\(Q^*_ n\\to Q\\), \\(R^*_ n\\to R\\), and \\(S^*_ n\\to S\\) in conditional probability as n increases, and that the conditional law of \\(\\sqrt{n}\\Delta^*_ n\\) and the unconditional law of \\(\\sqrt{n}\\Delta_ n\\) converge to the same limit. 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