7 problems

Pesaran's refined-statistic CLT conjecture. The statistic $Q_N$ should satisfy a central limit theorem, in particular converging to the standard normal distribution under the relev…

Let $S_N:=\sum_{1\leq i<j\leq N}T\hat{\rho}_{ij}^2$ be the Breusch–Pagan LM statistic for testing cross-sectional independence, where $\hat{\rho}_{ij}$ is the sample correlation of…

Let the covariance matrix of the estimated treatment effects have a common diagonal term and a positive common off-diagonal term, as described above. Consider the corresponding res…

The paper studies the static high-dimensional fixed-effects panel model … with potentially many covariates and sparse coefficient vector $\beta^*$. The panel Lasso and adaptive Las…

Consider the fixed-effects panel model … where $c_i^*$ is the time-homogeneous unobserved ability of worker $i$, and let $c^*=(c_1^*,\ldots,c_N^*)$ denote the vector of individual…

GMM bias-correction conjecture. The same asymptotic equivalence result should apply to GMM estimators.

Let $X_{it}$ be a regressor taking values in a general, rather than binary, state space, and consider the identification bounds for the marginal effect in the nonseparable panel mo…