Asymptotics and Inference for Possibly Non-Stationary Panel in the Presence of High-Dimensional Nuisance Parameters

Last updated on Nov 10, 2021

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(near)Unit‐root asymptotics
Dingxian Cao
Dingxian Cao
Ph.D. Candidate in Econometrics

My research interests include High-dimensional Non-asymptotics and Uniform analysis of possible persistent Panel AR(1) model.

Publications

Asymptotics and Inference for Possibly Non-Stationary Panel in thePresence of High-Dimensional Nuisance Parameters
This paper studies asymptotic theory for a possibly nonstationary panel AR(1) model when cross-sectionaldimension (n) and time …
Dingxian Cao, Chihwa Kao, Jungbin Hwang
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