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

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 countries to maximize out-of-sample prediction... READ MORE...

Publication date: February 2020
ISBN 9781513529974
$18.00

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