Machine Learning for Econometrics - Tapa blanda

Gaillac, Christophe; L'Hour, Jérémy

 
9780198918837: Machine Learning for Econometrics
Tapa blanda
ISBN 10: 0198918836 ISBN 13: 9780198918837
Editorial: OUP Oxford, 2025

Sinopsis

Machine Learning for Econometrics is a book for economists seeking to grasp modern machine learning techniques - from their predictive performance to the revolutionary handling of unstructured data - in order to establish causal relationships from data.

The volume covers automatic variable selection in various high-dimensional contexts, estimation of treatment effect heterogeneity, natural language processing (NLP) techniques, as well as synthetic control and macroeconomic forecasting. The foundations of machine learning methods are introduced to provide both a thorough theoretical treatment of how they can be used in econometrics and numerous economic applications, and each chapter contains a series of empirical examples, programs, and exercises to facilitate the reader's adoption and implementation of the techniques.

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Acerca del autor

Christophe Gaillac is an Associate Professor at the University of Geneva, GSEM. He was a postdoctoral prize research fellow at Oxford University and Nuffield College, and received his PhD in Economics from the Toulouse School of Economics.


Jérémy L'Hour is a quantitative researcher at Capital Fund Management (CFM), a Paris-based systematic hedge fund. He received his PhD in Economics from Université Paris-Saclay.


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Editorial
OUP Oxford
Año de publicación
2025
Idioma
Inglés
ISBN 10 
0198918836
ISBN 13 
9780198918837
Encuadernación
Tapa blanda
Número de páginas
352
Contacto del fabricante
Oxford University Press
https://corp.oup.com/

WMF Platz 1
Geislingen/Steige
Baden-W?rttemberg
73312
Alemania

Otras ediciones populares con el mismo título

9780198918820: Machine Learning for Econometrics

Edición Destacada

ISBN 10:  0198918828 ISBN 13:  9780198918820
Editorial: OUP Oxford, 2025
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