Asymptotics and Inference for Possibly Non-Stationary Panel in the Presence of High-Dimensional Nuisance Parameters Last updated on Nov 10, 2021 Details in Publication. (near)Unit‐root asymptotics 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 PDF Cite Project