The Evolution of Econometric Modeling: A Guide to Influential Papers on Panel Data
10 Sept 2025
Explore a curated list of influential academic references covering the history and modern developments in empirical Bayes and panel data econometrics
The Tweedie Oracle and Regret Bounds in Empirical Bayes Methods
10 Sept 2025
This article explores the concept of regret in empirical Bayes, specifically in the context of the Tweedie oracle rule.
Modeling Income Trajectories: An Empirical Bayes Approach to Panel Data
9 Sept 2025
A flexible approach that allows for nonparametric estimation of location and scale effects, providing a more reliable way to predict income trajectories
Beyond Gaussian Mixtures: Applying Empirical Bayes to Discrete Data Problems
9 Sept 2025
Discussing key concepts like partial identification and the transformation of binomial models to the Gaussian framework.
Nonparametric Maximum Likelihood Estimation: A Practical Guide to Mixture Models
9 Sept 2025
This article explores the history and modern developments of nonparametric maximum likelihood estimation (NPMLE) for mixture models.
The Efron-Morris Rule: A Practical Application of the Empirical Bayes Paradigm
9 Sept 2025
This article explores variations on the James-Stein estimator, focusing on the Efron-Morris rule and its implications for shrinkage in statistical analysis.
Robbins' Rules: Understanding Separable Decision Rules in Empirical Bayes
9 Sept 2025
This article explores the fundamental concepts of Empirical Bayes, focusing on simple, symmetric separable decision rules.
Empirical Bayes Methods for Compound Decision Problems: Principles and Applications
9 Sept 2025
This tutorial introduces the principles of Empirical Bayes and its frequentist interpretation, with an emphasis on modern nonparametric maximum likelihood