Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A Critical Value Function Approach, with an Application to Persistent
  Time-Series   Researchers often rely on the t-statistic to make inference on parameters in
statistical models. It is common practice to obtain critical values by
simulation techniques. This paper proposes a novel numerical method to obtain
an approximately similar test. This test rejects the null hypothesis when the
test statistic is larger than a critical value function (CVF) of the data. We
illustrate this procedure when regressors are highly persistent, a case in
which commonly-used simulation methods encounter difficulties controlling size
uniformly. Our approach works satisfactorily, controls size, and yields a test
which outperforms the two other known similar tests.

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The categories of this paper are: nlin
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The categories of this paper are: alg-geom
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The categories of this paper are: nucl-th
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The categories of this paper are: math-ph
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The categories of this paper are: atom-ph
18
The categories of this paper are: econ
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The categories of this paper are: adap-org
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The categories of this paper are: supr-con
25
The categories of this paper are: patt-sol
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The categories of this paper are: q-alg
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The categories of this paper are: chao-dyn
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The categories of this paper are: hep-th
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The categories of this paper are: hep-ex
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The categories of this paper are: dg-ga
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The categories of this paper are: quant-ph
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The categories of this paper are: q-bio