Using large samples in econometrics

作     者：MacKinnon, James G. 

作者机构：Queens Univ Kingston ON Canada Queens Univ Dept Econ 94 Univ Ave Kingston ON K7L 3N6 Canada 

出 版 物：《JOURNAL OF ECONOMETRICS》 (经济计量学杂志)

年 卷 期：2023年第235卷第2期

页      面：922-926页

核心收录：

学科分类：02[经济学] 0201[经济学-理论经济学] 0701[理学-数学] 

基　　金：Social Sciences and Humanities Research Council of Canada [435-2021-0396] 

主　　题：Bootstrap Clustered data Jackknife Statistical computation Statistical inference 

摘      要：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. 2022 Elsevier B.V. All rights reserved.