2 papers
econ.EM2026
Large-Scale Estimation under Unknown Heteroskedasticity
Sheng Chao Ho
This paper studies nonparametric empirical Bayes methods in a heterogeneous parameters framework that features unknown means and variances. We provide extended Tweedie's formulae t…
econ.EM2025
Optimal Estimation of Two-Way Effects under Limited Mobility
Xu Cheng, Sheng Chao Ho, Frank Schorfheide
We propose an empirical Bayes estimator for two-way effects in linked data sets based on a novel prior that leverages patterns of assortative matching observed in the data. To capt…