Using large samples in econometrics

James MacKinnon

Journal of Econometrics, 2023, vol. 235, issue 2, 922-926

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.

Keywords: Bootstrap; Clustered data; Jackknife; Statistical computation; Statistical inference (search for similar items in EconPapers)
JEL-codes: C10 C12 C13 C55 (search for similar items in EconPapers)
Date: 2023
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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Working Paper: Using Large Samples in Econometrics (2022)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:235:y:2023:i:2:p:922-926

DOI: 10.1016/j.jeconom.2022.05.005

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