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World of Software > Computing > The Evolution of Econometric Modeling: A Guide to Influential Papers on Panel Data | HackerNoon
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The Evolution of Econometric Modeling: A Guide to Influential Papers on Panel Data | HackerNoon

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Last updated: 2025/09/11 at 1:15 AM
News Room Published 11 September 2025
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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.

:::


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

:::

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