Machine Learning for Econometrics
Book Details
Format
Hardback or Cased Book
ISBN-10
0198918828
ISBN-13
9780198918820
Publisher
Oxford University Press
Imprint
Oxford University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Jun 6th, 2025
Print length
352 Pages
Weight
774 grams
Dimensions
17.90 x 25.40 x 2.80 cms
Product Classification:
EconomicsEconometricsIndustry & industrial studies
Ksh 17,800.00
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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.
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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