[HTML][HTML] Econometrics and machine learning

A Charpentier, E Flachaire, A Ly - Economie et Statistique, 2018 - persee.fr
… of econometrics to the machine learning community, our aim here was to present
concepts and tools developed over time by that very community and which may be of use to …

Machine learning: an applied econometric approach

S Mullainathan, J Spiess - Journal of Economic Perspectives, 2017 - aeaweb.org
… We present a way of thinking about machine learning that gives it its own place in the
econometric toolbox. Machine learning not only provides new tools, it solves a different problem. …

[图书][B] Econometrics with machine learning

F Chan, L Mátyás - 2022 - Springer
… editing this volume of contributions to econometrics and machine learning. This is a remarkably
… The holy grail of quantitative economics/econometrics research in the last 100 years has …

Forecasting by machine learning techniques and econometrics: A review

G Shobana, K Umamaheswari - 2021 6th international …, 2021 - ieeexplore.ieee.org
… than traditional econometric models. In this paper, several machine learning methods that
are … This paper further investigates the various Supervised machine learning techniques that …

Machine learning methods that economists should know about

S Athey, GW Imbens - Annual Review of Economics, 2019 - annualreviews.org
… of the recent machine learning (ML) literature for economics and econometrics. First we …
between the ML literature and the traditional econometrics and statistics literatures. Then we …

[HTML][HTML] When econometrics meets machine learning

E Zheng, Y Tan, P Goes, R Chellappa, DJ Wu… - Data and Information …, 2017 - Elsevier
… in combining econometrics with machine learning in research… by saying “when economics
meets machine learning”. We will … by saying “combining econometrics into machine learning”. …

The impact of machine learning on economics

S Athey - The economics of artificial intelligence: An agenda, 2018 - degruyter.com
… and contrasting ML with traditional econometrics tools for causal … in econometrics and statistics
combining machine learning … both ML and statistics/ econometrics. Finally, I step back and …

Machine learning and structural econometrics: contrasts and synergies

F Iskhakov, J Rust, B Schjerning - The Econometrics Journal, 2020 - academic.oup.com
… contrast machine learning (ML) and structural econometrics (… on dynamic structural
econometrics at the University of … of Structural Dynamic Models and Machine Learning'. ML offers …

Using Econometrics vs. Machine Learning: What, When, and How.

J Simonian - Journal of Portfolio Management, 2024 - search.ebscohost.com
… This article provided a detailed overview of the architecture of econometric and machine
learning models. We discussed the various investment applications of each type of framework, …

The great regression: Machine learning, econometrics, and the future of quantitative social sciences

J Boelaert, É Ollion - Revue française de sociologie, 2018 - cairn.info
… 5For machine learning to offer meaningful results in science, … of guarantees that comes with
machine learning results: the … debate on the role of machine learning for (social) science, this …