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...

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Xehetasun bibliografikoak
Egile nagusia: Bolhuis, Marijn
Beste egile batzuk: Rayner, Brett
Formatua: Aldizkaria
Hizkuntza:English
Argitaratua: Washington, D.C. : International Monetary Fund, 2020.
Saila:IMF Working Papers; Working Paper ; No. 2020/044
Gaiak:
Sarrera elektronikoa:Full text available on IMF

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