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Estimating Heteroskedasticity in Economics by ui K is a document available to read on EtoBox.

This paper presents nonparametric empirical Bayes methods for estimating heterogeneous parameters with unknown means and variances, emphasizing the importance of accounting for heteroskedasticity in applications such as teacher value-added assessments. Extended Tweedie’s formulae are developed to derive optimal estimators, which are shown to significantly reduce estimation risk compared to traditional methods that assume homoskedasticity. The findings highlight the necessity of these estimators for accurate

Author

ui K

Language

EN