Machine Learning for Econometrics




Lecture notes are available online at

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.