Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Conditional assessment of the impact of a Hausman pretest on confidence
  intervals   We assess the impact of a Hausman pretest, applied to panel data, on a
confidence interval for the slope, conditional on the observed values of the
time-varying covariate. This assessment has the advantages that it (a) relates
to the values of this covariate at hand, (b) is valid irrespective of how this
covariate is generated, (c) uses finite sample results and (d) results in an
assessment that is determined by the values of this covariate and only 2
unknown parameters. Our conditional analysis shows that the confidence interval
constructed after a Hausman pretest should not be used.

20
The categories of this paper are: acc-phys
24
The categories of this paper are: dg-ga
9
The categories of this paper are: nlin
17
The categories of this paper are: q-fin
31
The categories of this paper are: ao-sci
1
The categories of this paper are: cs
12
The categories of this paper are: nucl-th
23
The categories of this paper are: solv-int
11
The categories of this paper are: hep-lat
18
The categories of this paper are: econ
4
The categories of this paper are: cond-mat
30
The categories of this paper are: q-alg
35
The categories of this paper are: mtrl-th
13
The categories of this paper are: quant-ph
7
The categories of this paper are: hep-th
28
The categories of this paper are: alg-geom