Machine Learning for Econometrics
Teacher
STRITTMATTER Anthony
Department: Economics
ECTS:
4
Course Hours:
24
Tutorials Hours:
0
Language:
English
Examination Modality:
written exam
References
Lecture notes are available online at https://sites.google.com/site/jeremylhour/courses.
There are no required textbooks but general references are:
Angrist, J.D. Pischke, J.S. (2008) “Mostly Harmless Econometrics”, Princeton University Press.
Imbens, G. and Rubin, D. (2015) “Causal Inference for Statistics, Social and Biomedical Sciences”, Cambridge University Press.
Mullainathan, S. and Spiess, J. (2017). “Machine Learning: An Applied Econometric Approach”, Journal of Economic Perspectives, Vol. 31, No. 2.
Wooldridge, J.M. (2010), “Econometric Analysis of Cross Section and Panel Data”, second edition, MIT Press.