Assumption 2 (about x1,it):
(i) For some q>1, κx1 ≡ supi,t kx1,it - Ex1,itk4q < ∞.
(ii) Let Xh,ι,it be the hth element of xι,it. Then, Exh,ι,it ~ tmh,1 for all i and
h =1, ..., k1 , where mh,1 > 0.
Assumption 3 (about x2,it): For some q>1,
(i) {x2,it - Ex2,it}t is an α-mixing process for all i, and is independent of
Fzi for all i. Let αi be the mixing coefficient of x2,it. Then, supi αi (d) is
of size —3ɪ, i.e., supi αi (d) = O (d-p-3q--1), for some p > 0.
(ii) E(x21,it) = Θ21,it and E(x22,it) = Θ22,t, where supi,t kΘ21,itk, supt kΘ22,tk
< ∞, and Θ2i,it 6= Θ2i,jt if i 6= j.
(iii) κx2 ≡ supi,t kx2,it —Ex2,itk4q < ∞.
Assumption 4 (about x3,it): For some q>1,
(i) x3,it — EFz x3,it t is conditional α-mixing for all i. Let αFz be the con-
ditional α-mixing coefficient of x3,it on Fzi. Then, supi αzi (d) is of size
—3q--i a.s., i.e., supi αzi (d) = O (d-p-3q--τ) a.s., for some p > 0. Also,
(q- q q q-1 ∖ ∖ 2
P∞=1 d suPi (αFzi (d) q ) ) < ∞.
(ii) E (x3,it) = Θ3,it, where supi,t kΘ3,itk < ∞.
(iii) E supi,t °x3,it — EFzix3,it°8Fqz ,4q < ∞.
(iv) Let xh,3k,it be the hth element of x3k,it, where k =1, 2, 3. Then, conditional
on zi ,
(iv.1) (EFzi xh,31,it — Exh,3ι,it) ~ t mh,31 a.s., where 1 < mh,31 ≤ ∞ for
h =1, ..., k31 (here, mh,3i = ∞ implies that EFzi xh,3i,it —Exh,3i,it =
0 a.s.);
(iv.2) (EFzixh,32,it — Exh,32,it) ~ t-2 a.s. for h =l,...,k32;
(iv.3) (EFzi xh,33,it — Exh,33,it) ~ t-mh,33 a.s., where 0 ≤ mh,33 < 2 for
h=1,...,k33.
Assumption 5 (about zi):
(i) {zi}i is i.i.d. over i with E(zi)=Θz , and kzi k4q < ∞ for some q>1.
(ii) The support of the density of zi is countable for all i.
20
More intriguing information
1. Voting by Committees under Constraints2. Inflation and Inflation Uncertainty in the Euro Area
3. The name is absent
4. PEER-REVIEWED FINAL EDITED VERSION OF ARTICLE PRIOR TO PUBLICATION
5. Towards a framework for critical citizenship education
6. Concerns for Equity and the Optimal Co-Payments for Publicly Provided Health Care
7. Does Presenting Patients’ BMI Increase Documentation of Obesity?
8. Spectral density bandwith choice and prewightening in the estimation of heteroskadasticity and autocorrelation consistent covariance matrices in panel data models
9. fMRI Investigation of Cortical and Subcortical Networks in the Learning of Abstract and Effector-Specific Representations of Motor Sequences
10. Human Rights Violations by the Executive: Complicity of the Judiciary in Cameroon?