Empirical Bayes is a versatile approach to “learn from a lot” in two ways: first, from a large number of variables and, second, from a potentially large amount of prior information, for example, ...
AEA Papers and Proceedings, Vol. 112, PAPERS AND PROCEEDINGS OF THE One Hundred Thirty-Fourth Annual Meeting OF THE AMERICAN ECONOMIC ASSOCIATION (MAY 2022), pp. 624-629 (6 pages) In this paper, ...