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Preprint
Date
2021
2020
Uniform analysis of Panel AR(1) Model by Local-to-Unity
This paper proposes a uniform inference method for the autoregressive coefficient of a dynamic panel model. Our method overcomes the …
Dingxian Cao
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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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