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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.
REStudMS17285_SupplementFinal.pdf
(1.21 MB, 需要: 1 个论坛币)
ReplicationFilesMS17285.zip
(264.12 KB, 需要: 2 个论坛币)
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
levittPLMLevels.txt
(27.55 KB, 需要: 3 个论坛币)
levitt2008.txt
(106.91 KB, 需要: 4 个论坛币)
DocumentationForReplicationFilesForBelloniChernozhukovHansenMS17285.pdf
(30.88 KB, 需要: 5 个论坛币)
levittPLMLevelsPoly.txt
(9.32 KB, 需要: 6 个论坛币)
RES_Inference on Treatment Effects High-Dimensional Controls.pdf
(643.99 KB, 需要: 7 个论坛币)
jep.Machine Learning_An Applied.pdf
(759.67 KB, 需要: 8 个论坛币)
ecta1655-sup-0001-supplement.pdf
(1.01 MB, 需要: 9 个论坛币)
12723_Data_and_Programs.zip
(3.73 MB, 需要: 10 个论坛币)
本附件包括：- restatw.dat
- late.m
- latt.m
- feasiblePostLassoMatTool.m
- lqteAndlqtt.m
- lasft.m
- lasf.m
- GetATEResults.m
- Run401kExample.m
jep.High-Dimensional Methods and Inference.pdf
(625.17 KB, 需要: 12 个论坛币)
jep.Big Data_New Tricks for Econometrics.rar
(1.4 MB, 需要: 13 个论坛币)
本附件包括：- jep.Big Data_New Tricks for Econometrics.pdf
2802-0003_ds.zip
(30.76 KB, 需要: 14 个论坛币)
本附件包括：- Varian disclosure.pdf
2802-0003_data.zip
(2.63 MB, 需要: 15 个论坛币)
Readme.pdf
(55.85 KB, 需要: 16 个论坛币)
MLPnP DATA AND REPLICATION FILES.zip
(320.19 KB, 需要: 17 个论坛币)
本附件包括：- Readme.pdf
4299.pdf
(230.75 KB, 需要: 48 个论坛币)
4300.zip
(345.55 KB, 需要: 49 个论坛币)
4298.zip
(634.38 KB, 需要: 50 个论坛币)
aer.Double_Debiased_Neyman Machine Learning of Treatment Effects.pdf
(485.28 KB, 需要: 51 个论坛币)
8.c.BayesianPanelRestaurants.pdf
(1.79 MB, 需要: 52 个论坛币)
8.b.BayesianPanelModels.pdf
(1.38 MB, 需要: 53 个论坛币)
8.a.MatrixCompletion.pdf
(158.31 KB, 需要: 54 个论坛币)
7.c.ContextualBanditIssues.pdf
(3.35 MB, 需要: 55 个论坛币)
7.b.ContextualBanditsIntro.pdf
(353.62 KB, 需要: 56 个论坛币)
7.a.MLClassPolicyLearningV2.pdf
(576.25 KB, 需要: 57 个论坛币)
5.c.DeepIV.pptx
(3.27 MB, 需要: 58 个论坛币)
5.b.IntroToIV.pptx
(278.34 KB, 需要: 59 个论坛币)
5.a.RandomForestsMLClass.pdf
(1.25 MB, 需要: 60 个论坛币)
4.b.CausalTrees.pdf
(941.1 KB, 需要: 61 个论坛币)
4.a.DecisionTrees.pdf
(2.05 MB, 需要: 62 个论坛币)
2. PredictionPolicy.pptx
(2.09 MB, 需要: 62 个论坛币)
3.CausalInfATE.pdf
(335.48 KB, 需要: 63 个论坛币)
1. IntrotoRegularizedRegression.pptx
(2.92 MB, 需要: 64 个论坛币)
0.b.MLCausalInferenceOverview.pptx
(368.94 KB, 需要: 65 个论坛币)
0. MLOverviewSlides.pptx
(1.53 MB, 需要: 66 个论坛币)
ML Class Outline 2018.docx
(35.08 KB, 需要: 67 个论坛币)
Link to Data Github.docx
(6.62 KB, 需要: 68 个论坛币)
AtheyImpactMLEcon.pdf
(383.8 KB, 需要: 69 个论坛币)
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