I Got More Data, My Model is More Refined, but My Estimator is Getting Worse! Am I Just Dumb?

Author: Meng Xiao-Li   Xie Xianchao  

Publisher: Taylor & Francis Ltd

ISSN: 0747-4938

Source: Econometric Reviews, Vol.33, Iss.1-4, 2014-02, pp. : 218-250

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Abstract