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Statistical Inference

48 published articlesPart of Statistics & Probability

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Statistics & ProbabilityStatistical InferencePreprint

In one IV simulation, empirical Bayes had the lowest GMM error

A statistical preprint develops corrections for GMM when its moment conditions contain related local specification errors. In a baseline simulation, empirical Bayes had the lowest RMSE among the compared procedures, while an application to schooling data showed that corrected estimates varied less across control specifications than conventional TSLS.

Scientific publication4 min read