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Machine learning methods that economists should know about

Athey, Susan; Imbens, Guido - In: Annual review of economics 11 (2019), pp. 685-725

Persistent link: https://www.econbiz.de/10012623828

Benchmarking Econometric and Machine Learning Methodologies in Nowcasting

Hopp, Daniel - 2022

Nowcasting can play a key role in giving policymakers timelier insight to data published with a significant time lag, such as final GDP figures. Currently, there are a plethora of methodologies and approaches for practitioners to choose from. However, there lacks a comprehensive comparison of...

Persistent link: https://www.econbiz.de/10014084603

Combining machine learning and econometrics : application to commercial real estate prices

Francke, Marc; Minne, Alex van de - In: Real estate economics 52 (2024) 5, pp. 1308-1339

Persistent link: https://www.econbiz.de/10015141900

Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects

Dumitrescu, Elena; Hué, Sullivan; Hurlin, Christophe; … - In: European journal of operational research : EJOR 297 (2022) 3, pp. 1178-1192

Persistent link: https://www.econbiz.de/10013263050

Double machine learning for treatment and causal parameters

Chernozhukov, Victor; Chetverikov, Denis; Demirer, Mert; … - 2016

.g. a hybrid of a random forest and lasso). We illustrate the application of the general theory through application to the …

Persistent link: https://www.econbiz.de/10011538313

Machine Learning Econometrics : Bayesian Algorithms and Methods

Korobilis, Dimitris - 2020

provides a review of popular estimation algorithms for Bayesian inference in econometrics and surveys alternative algorithms …

Persistent link: https://www.econbiz.de/10012836437

Financial data analytics : theory and application

Köseoğlu, Sinem Derindere (ed.) - 2022

This book presents both theory of financial data analytics, as well as comprehensive insights into the application of … management, machine learning models, data modeling, visualization, optimization for financial problems, financial econometrics … specific topics. By combining both applications and theory, the book offers a holistic approach. Therefore, it is a must …

Persistent link: https://www.econbiz.de/10012625996

Learning from man or machine : spatial fixed effects in urban econometrics

Sommervoll, Åvald; Sommervoll, Dag Einar - In: Regional science & urban economics 77 (2019), pp. 239-252

Persistent link: https://www.econbiz.de/10012267415

Machine learning and structural econometrics : contrasts and synergies

Iskhakov, Fedor; Rust, John; Schjerning, Bertel - In: The econometrics journal 23 (2020) 3, pp. S81-S124

Persistent link: https://www.econbiz.de/10012385265

Mapping MacNew Heart Disease Quality of Life Questionnaire onto country-specific EQ-5D-5L utility scores : a comparison of traditional regression models with a machine learning technique

Gao, Lan; Luo, Wei; Tonmukayakul, Utsana; Moodie, Marj; … - In: The European journal of health economics 22 (2021) 2, pp. 341-350

Persistent link: https://www.econbiz.de/10012434036