COURSE READINGSOUTLINE
Textbooks to use for reference:
There isnot a required textbook for the course. The following books may be useful references:
Causal Inference:
Causal Inference forStatistics, Social, and Biomedical Sciences: An Introduction. Guido Imbens, Donald Rubin.Cambridge University Press, 2015. (advanced research text)
Mostly HarmlessEconometrics. Joshua Angrist and Stephen Pischke. (undergrad level)
Machine Learning:
The Elements of Statistical Learning.Trevor Hastie, Robert Tibshirani, and Jerome Friedman, Springer, 2009.Available online at http://www-stat.stanford.edu/˜tibs/ElemStatLearn/
Machine Learning: AProbabilistic Perspective.Kevin P. Murphy, MIT Press, 2012.
Pattern Recognitionand Machine Learning.Christopher M. Bishop, Springer, 2006.
Statistical Learning with Sparsity: The Lasso andGeneralizations. Trevor Hastie, Robert Tibshirani, Chapman andHall, 2015.
ReplicationFilesMS17285.zip
大小:(264.12 KB)
只需: 2 个论坛币
马上下载
本附件包括：
- acfcomp2.m
- cluster_se.m
- CVridgeK.m
- DocumentationForReplicationFilesForBelloniChernozhukovHansenMS17285.pdf
- dummy.m
- findNonCollinear.m
- Heteroskedastic_se.m
- LassoShooting.m
- LassoShooting2.m
- levitt_ex.dat
- levitt2008.txt
- LevittExamplePLMPaperLevels.m
- LevittExamplePLMPaperLevelsPoly.m
- LevittExampleREStudTable.m
- MC_TE_Design_New.m
- MC_TE_FixedDesign_Heteroskedastic_Infeasible_RedForm.m
- MC_TE_FixedDesign_Heteroskedastic_Lasso.m
- MC_TE_FixedDesign_Heteroskedastic_Lasso_RedForm.m
- MC_TE_FixedDesign_Heteroskedastic_Lasso_RedFormPlusRidge.m
- MC_TE_GetCoef.m
- MC_TE_GetCoef_RedForm.m
- MC_TE_GetSupport.m
- MC_TE_LassoHeteroskedastic_SplitSample.m
- MC_TE_LassoHeteroskedastic_unpenalized.m
- MC_TE_PostEstimator.m
- MC_TE_Script_Infeasible_RedForm_Design22.m
- MC_TE_Script_Infeasible_RedForm_Design44.m
- MC_TE_Script_Infeasible_RedForm_Design666.m
- MC_TE_Script_Lasso_Design1.m
- MC_TE_Script_Lasso_Design2.m
- MC_TE_Script_Lasso_Design3.m
- MC_TE_Script_Lasso_Design4.m
- MC_TE_Script_Lasso_Design5.m
- MC_TE_Script_Lasso_Design6.m
- MC_TE_Script_Lasso_Design7.m
- MC_TE_Script_Lasso_Design8.m
- MC_TE_Script_Lasso_Design22.m
- MC_TE_Script_Lasso_Design44.m
- MC_TE_Script_Lasso_Design72.m
- MC_TE_Script_Lasso_Design722.m
- MC_TE_Script_Lasso_Design1001.m
- MC_TE_Script_Lasso_RedForm_Design1.m
- MC_TE_Script_Lasso_RedForm_Design2.m
- MC_TE_Script_Lasso_RedForm_Design3.m
- MC_TE_Script_Lasso_RedForm_Design4.m
- MC_TE_Script_Lasso_RedForm_Design5.m
- MC_TE_Script_Lasso_RedForm_Design6.m
- MC_TE_Script_Lasso_RedForm_Design7.m
- MC_TE_Script_Lasso_RedForm_Design8.m
- MC_TE_Script_Lasso_RedForm_Design22.m
- MC_TE_Script_Lasso_RedForm_Design44.m
- MC_TE_Script_Lasso_RedForm_Design72.m
- MC_TE_Script_Lasso_RedForm_Design666.m
- MC_TE_Script_Lasso_RedForm_Design722.m
- MC_TE_Script_Lasso_RedForm_Design1001.m
- MC_TE_Script_Lasso_RedFormPlusRidge_Design22.m
- MC_TE_Script_Lasso_RedFormPlusRidge_Design44.m
- MC_TE_Script_Lasso_RedFormPlusRidge_Design666.m
- MC_TE_Script_Lasso_RedFormPlusRidge_Design1001.m
- MC_TE_SimulateLambda.m
- MC_TE_SimulateLambdaSqrtLASSO.m
- MC_TE_SqrtLassoHeteroskedastic_unpenalized.m
- recode.m
- RunLassoRedFormSims.m
- RunLassoSims.m
12723_Data_and_Programs.zip
大小:(3.73 MB)
只需: 10 个论坛币
马上下载
本附件包括：
- restatw.dat
- late.m
- latt.m
- feasiblePostLassoMatTool.m
- lqteAndlqtt.m
- lasft.m
- lasf.m
- GetATEResults.m
- Run401kExample.m
jep.Big Data_New Tricks for Econometrics.rar
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