University of California, Los Angeles 4 credits Economics
Lecture, three hours; discussion, one hour. Limited to Master of Applied Economics students. Discussion of some machine learning techniques including lasso, regression trees, random forests, and neural networks. Covers most recent developments at intersection of machine learning and econometrics, now commonly referred to as double machine learning. Study of double machine learning in detail, and discussion of how to apply it to enhance analysis of classical econometric problems, such as program evaluation and demand estimation. Letter grading.
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