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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| Médium: | Časopis |
| Jazyk: | English |
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Washington, D.C. :
International Monetary Fund,
2020.
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| Edice: | IMF Working Papers; Working Paper ;
No. 2020/044 |
| Témata: | |
| On-line přístup: | Full text available on IMF |