I Got More Data, My Model is More Refined, but My Estimator is Getting Worse! Am I Just Dumb? (Q5080444)
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scientific article; zbMATH DE number 7534611
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | I Got More Data, My Model is More Refined, but My Estimator is Getting Worse! Am I Just Dumb? |
scientific article; zbMATH DE number 7534611 |
Statements
I Got More Data, My Model is More Refined, but My Estimator is Getting Worse! Am I Just Dumb? (English)
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31 May 2022
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AR(1) model
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estimating equation
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fraction of missing information
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Fisher information
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generalized method of moments (GMM)
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Jeffreys prior
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non-informative prior
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observation structures
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partial plug-in
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relative information
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self-efficiency
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unit root
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