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Limit Theory for Panel Data Models with Cross Sectional Dependence and Sequential Exogeneity
Panel Data Models Sequential Exogeneity
2015/9/22
The paper derives a general Central Limit Theorem (CLT) and asymptotic distributions for sample moments related to panel data models with large . The results allow for the data to be cross sec...
Limit Theory for Performance Modeling of Future Event Set Algorithms
Limit Theory Performance Modeling Future Event Set Algorithms
2015/7/8
In a discrete-event simulation, the information related to the events scheduled to occur in the future is kept in a data structure called the future event set (FES). In this paper, we study the intera...
Limit Theory for Taboo-Regenerative Processes
regenerative process quasi-stationarity renewal theory
2015/7/6
The paper considers the two-sided taboo limit process that arises when a regenerative process X is conditioned on staying out of a specified set of states (taboo set) over a long period of time. The t...