Machine Learning for Econometrics

Machine Learning for Econometrics #

Coure Description on UvA’s website

Topics #

This course will be a mix of machine learning theory in regular lectures and application of this knowledge on large datasets in practical sessions.

Topics include:

  • nonlinear regression;
  • neural networks and deep learning;
  • boosting, bagging and random forest;
  • machine learning methods for causal inference (e.g., causal forest, double-lasso, debaised-ML)
Slides 2023-24

Teaching materials #

  • Online reader MachineLearningTheory.org
  • C.M. Bishop (2006). Pattern Recognition and Machine Learning.
  • Other course materials will be made available on Canvas