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Using large samples in econometrics

delete2023-08-01
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James G. MacKinnon *
DOI:10.1016/j.jeconom.2022.05.005delete
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Abstract

Abstract

En 中文
As I demonstrate using evidence from a journal data repository that I manage, the datasets used in empirical work are getting larger. When we use very large datasets, it can be dangerous to rely on standard methods for statistical inference. In addition, we need to worry about computational issues. We must be careful in our choice of statistical methods and the algorithms used to implement them. & COPY; 2022 Elsevier B.V. All rights reserved.
Keywords:
Bootstrap
Clustered data
Jackknife
Statistical computation
Statistical inference
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Journal of Econometrics cover
Journal of Econometrics
IF:
4
Papers:
5.2K
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queens university - canada
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Papers: 1.7W
Citations: 29