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stat.ME2026
Testing for Peer Effects in Heteroskedastic Fixed-Effects Panels
Leheng Cai, Weijia Li, Xu Guo
We study testing for peer effects in linear panel models with individual and time fixed effects when the interaction network is unspecified. We propose a quadratic-form test based…
stat.ME2026
MATCH: Multiplier-Assisted Tests for Conditional Hypotheses in Non-Euclidean Data
Leheng Cai, Xu Guo, Qirui Hu
We propose a new procedure MATCH (Multiplier-Assisted Tests for Conditional Hypotheses) to test whether the non-Euclidean data match the target model, which is a general framework…