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20-015/III - Sampling properties of the Bayesian posterior mean with an application to WALS estimation


  • Authors
    Giuseppe De Luca, University of Palermo; Jan R. Magnus, Vrije Universiteit Amsterdam; Franco Peracchi, Georgetown University
  • Publication date
    March 9, 2020
  • Keywords
    Normal location model, posterior moments and cumulants, higher-order delta method approximations, double-shrinkage estimators, WALS
  • JEL
    C11, C13, C15, C52, I21