Machine Learning for Econometrics - Couverture rigide

Gaillac, Christophe; L'Hour, Jérémy

Couverture rigide

ISBN 10 : 0198918828 ISBN 13 : 9780198918820

Editeur : Oxford University Press, 2025

Synopsis

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.

A propos du livre

À propos de l?auteur

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.

Détails de l'édition

• Éditeur: Oxford University Press
• Date d'édition: 2025
• Langue: anglais
• ISBN 10: 0198918828
• ISBN 13: 9780198918820
• Reliure: Relié
• Nombre de pages: 354
• Coordonnées du fabricant: Oxford University Press; https://corp.oup.com/; ; WMF Platz 1; Geislingen/Steige; Baden-W?rttemberg; 73312; Allemagne