QBHM estimator matches standard GMM asymptotics for strongly identified parameters and is a Bayes rule under squared loss in weak-GMM limit experiments induced by the hierarchy.
Double Robustness of Local Projections and Some Unpleasant
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Quasi-Bayesian Hierarchical Models
QBHM estimator matches standard GMM asymptotics for strongly identified parameters and is a Bayes rule under squared loss in weak-GMM limit experiments induced by the hierarchy.