Questions tagged [machine-learning]
The machine-learning tag has no usage guidance.
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Propensity Score Matching
Just for example: Say I am trying to measure the impact of pills, exercise, and vaccines on a dependent variable y. For simplicity, pills, exercise and vaccines are binomial so either 0 or 1. However, ...
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What are different ways to determine how an explanatory variable affect a target variable?
I'm trying to determine a quantitative value by which a target variable change (inflation) by changing an indicator variable (interest rate).
The industry basically uses linear models such as VAR. Are ...
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Research in Applications of Machine Learning Techniques to Economics
I am a new graduate student in economics, and my advisor has recently focused on applying machine learning techniques to economics. It seems natural for me to take up this area, but I heard the rumors ...
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Machine learning and Inflation forecasting
Is machine learning a good tool to use in order to forecast inflation for the short term (next 2 - 3 years on a monthly or quarterly basis)?
I want to be able to forecast inflation for Canada for the ...
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How to use panel data for a time series machine learning problem?
I am trying to determine if machine learning models provide better predictions of stock market returns when a proxy for investor sentiment is included as factor in the explanatory data.
I am using ...
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Correct procedure for Inference from the Lasso
Firstly, I'm from the more ML-y side of town so apologies for the naive questions. I have a situation with a treatment variable $D\in \{0,1\}$, covariates $X\in \mathbb{R}^p$ and a response variable $...
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The relation between econometrics and machine learning
In my understanding the utility of econometrics versus machine learning is generally argued to be the research of causality.
If I'm not wrong, when we put aside experimental economics, the golden ...
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