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