Panel Asymptotics and Statistical Decision Theory

IF 1.5 4区经济学 Q2 ECONOMICS

Japanese Economic Review Pub Date : 2016-02-19 DOI:10.1111/jere.12085

Keisuke Hirano, Jack R. Porter

引用次数: 4

Abstract

This paper develops some applications of asymptotic statistical decision theory in econometrics, focusing on settings where the data are organized into groups or cells with heterogeneous parameters. Even if the groups are of different sizes, local asymptotic normality holds under suitable regularity conditions, and this can greatly simplify analysis of different types of econometric problems. We apply these results to the analysis of treatment assignment rules, and to estimators of cell-specific parameters that employ shrinkage towards parametric models.

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面板渐近与统计决策理论

本文发展了渐近统计决策理论在计量经济学中的一些应用，重点研究了数据被组织成具有异质参数的组或单元的设置。即使组的大小不同，在适当的正则性条件下，局部渐近正态性也成立，这可以大大简化不同类型计量经济学问题的分析。我们将这些结果应用于处理分配规则的分析，以及对参数模型采用收缩的细胞特异性参数的估计。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Japanese Economic Review ECONOMICS-

CiteScore

2.70

自引率

0.00%

发文量

期刊介绍： Started in 1950 by a group of leading Japanese economists under the title The Economic Studies Quarterly, the journal became the official publication of the Japanese Economic Association in 1959. As its successor, The Japanese Economic Review has become the Japanese counterpart of The American Economic Review, publishing substantial economic analysis of the highest quality across the whole field of economics from researchers both within and outside Japan. It also welcomes innovative and thought-provoking contributions with strong relevance to real economic issues, whether political, theoretical or policy-oriented.