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.

中文翻译：

---

面板渐近与统计决策理论

本文开发了渐近统计决策理论在计量经济学中的一些应用，着眼于将数据组织成具有异类参数的组或单元的设置。即使组的大小不同，局部渐近正态性也会在适当的规则性条件下成立，这可以大大简化对不同类型的计量经济学问题的分析。我们将这些结果应用于治疗分配规则的分析，以及应用于对参数模型进行收缩的特定于细胞的参数的估计。