Using large samples in econometrics

A-Tier
Journal: Journal of Econometrics
Year: 2023
Volume: 235
Issue: 2
Pages: 922-926

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

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.

Technical Details

RePEc Handle
repec:eee:econom:v:235:y:2023:i:2:p:922-926
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25