A Semiparametric Basis for Combining Estimation Problems Under Quadratic Loss

By G. Judge, R. Mittelhammer. 2004

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SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS (2007, background): “Judge & Mittelhammaer (2004) eloquently argued that much empirical research proceeds in the context of partially incomplete subject-matter theories and data based on experimental designs not devised by or known to the experimenter.”
On the Fixed-Effects Vector Decomposition (2011, methodology): “…shrinkage approaches based on using a weighted average of two estimators when one estimator is efficient and the other is consistent; see for example Sawa (1973), Feldstein (1974), Mundlak (1978), Green and Strawderman (1991), Judge and Mittelhammer (2004), or Mittelhammer and Judge (2005).”