The More the Merrier? : A Machine Learning Algorithm for Optimal Pooling of Panel Data /

We leverage insights from machine learning to optimize the tradeoff between bias and variance when estimating economic models using pooled datasets. Specifically, we develop a simple algorithm that estimates the similarity of economic structures across countries and selects the optimal pool of count...

Popoln opis

Bibliografske podrobnosti
Glavni avtor: Bolhuis, Marijn
Drugi avtorji: Rayner, Brett
Format: Revija
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 2020.
Serija:IMF Working Papers; Working Paper ; No. 2020/044
Teme:
Online dostop:Full text available on IMF