The Evolution of Econometric Modeling: A Guide to Influential Papers on Panel Data

Table of Links

Abstract and 1. Introduction

1. The Compound Decision Paradigm
2. Parametric Priors
3. Nonparametric Prior Estimation
4. Empirical Bayes Methods for Discrete Data
5. Empirical Bayes Methods for Panel Data
6. Conclusion

\ Appendix A. Tweedie’s Formula

Appendix B. Predictive Distribution Comparison

References

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:::info Authors:

(1) Roger Koenker;

(2) Jiaying Gu.

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:::info This paper is available on arxiv under CC BY 4.0 DEED license.

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