Monday, September 19
Friday, September 23, 2022
Lecturer(s): Prof. Helmut Farbmacher Location: Lucerne ECTS: 3
The course covers a selection of state-of-the-art methods in econometrics and machinelearning. It aims to provide students with a sound understanding of the methods discussed, such thatthey are able to do research using modern econometric techniques, as well as critically assess existingstudies.
Please click here for the Syllabus.
In particular, the course will likely cover the following topics:• Regression Shrinkage Methods (Ridge, Lasso, Elastic Net)• Decision Trees, Random/Causal Forests• Advanced Identification Strategies (e.g., Double Machine Learning)• Introduction to Neural Networks
Local Coordinator: Stefan Boes
Registration (see course list)