arXiv 3 Feb 2026 · Econometrics · publishedEconomics Letters (2026)
arXiv:2602.03469 · PDF · DOI · OpenAlex · Extracted main text
This paper derives closed-form unbiased estimators of central moments in multilevel random-effects models with unbalanced group sizes. In a two-level model, we provide unbiased estimators for the second, third, and fourth central moments under both group-level and observation-level averaging. In a three-level model, we provide unbiased estimators for the second and third central moments.
appendix boundary found by appendix_command · 41% of the source is main text. Read the extracted text to check this.
The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Ben-Moshe \ Genesove (2026) Assignment at the frontier: Identifying the frontier structural function and bounding mean deviations | 0.405 | 1 | 1 | 100% |
| 2 | Ben-Moshe \ Genesove (2026) Regulation and frontier housing supply | 0.405 | 1 | 1 | 100% |
| 3 | Bottazzi \ Secchi (2003) `Why are distributions of firm growth rates tent-shaped?', Economics Letters 80(3), 415–420 | 0.405 | 1 | 1 | 100% |
| 4 | Gabaix (2011) `The granular origins of aggregate fluctuations', Econometrica 79(3), 733–772 | 0.405 | 1 | 1 | 100% |
| 5 | Kimball (1990) `Precautionary saving in the small and in the large', Econometrica 58(1), 53–73 | 0.405 | 1 | 1 | 100% |
| 6 | Menezes, Geiss \ Tressler (1980) `Increasing downside risk', American Economic Review 70(5), 921–932 | 0.405 | 1 | 1 | 100% |
| 7 | Patterson \ Thompson (1971) `Recovery of inter-block information when block sizes are unequal', Biometrika 58(3), 545–554 | 0.405 | 1 | 1 | 100% |
| 8 | Searle, Casella \ McCulloch (1992) Variance Components, Wiley | 0.405 | 1 | 1 | 100% |
| 9 | Guvenen, Ozkan \ Song (2014) `The nature of countercyclical income risk', Journal of Political Economy 122(3), 621–660 | 0.405 | 1 | 1 | 100% |
| 10 | Tukey (1957) `Variances of variance components: III | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 12 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Assignment at the Frontier: Identifying the Frontier Structural Function and Bounding Mean Deviations | 0.511 | 2 | 2 |