I got more data, my model is more refined, but my estimator is getting worse! Am I just dumb?

Xiao-Li Meng and Xianchao Xie

Year of publication:	2014
Authors:	Meng, Xiao-li ; Xie, Xianchao
Published in:	Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 33.2014, 1/4, p. 218-250
Subject:	AR(1) model \| Estimating equation \| Fraction of missing information \| Fisher information \| Generalized method of moments (GMM) \| Jeffreys prior \| Non-informative prior \| Observation structures \| Partial plug-in \| Relative information \| Self-efficiency \| Unit root \| Schätztheorie \| Estimation theory \| Momentenmethode \| Method of moments

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