Advanced Econometrics 2: Foundations of Machine Learning

Supervised learning: Shrinkage and tuning

  • Review of decision theory Slides
  • Shrinkage in the normal means model Slides
  • Deep neural nets Slides

Active learning: Exploration and exploitation

This course is an abridged version of a longer course on machine learning that I taught before. You can find slides and reading materials for this longer course here: /home/TopicsInEconometrics2019

Reading materials


Machine learning books

Programming in R

Data visualization