Applying Machine Learning to Econometrics and Public Policy.
This is a relatively new field and these are the resources that I have went through to help me apply machine learning to econometrics and public policy.
- Deep Learning in Agent-Based Models
- Big Data: New Tricks for Econometrics
- Recursive Partitioning for Heterogeneous Causal Effects
- Time series forecasting using a hybrid ARIMA and neural network model
- Time Series Forecasting Using Hybrid ARIMA and ANN Models Based on DWT Decomposition
- Machine Learning and Econometrics, Hal Varian, Google
- Machine Learning for Causal Effects, Susan Athey, Stanford
- Causal Inference in Machine Learning, Ricardo Silva, UCL
- Machine Learning and Decision Making for Sustainability, Stefano Ermon, Stanford