Tag Archives: UB

Course on “Big Data for Economics”

In July, I will give a lecture 2018 edition of the Summer School at the UB School of Economics, in Barcelona. It will be a four day crash course. Registration should be opened.

Lecture 1: Introduction : Why Big Data brings New Questions
Lecture 2: Simulation Based Techniques & Bootstrap
Lecture 3: Loss Functions : from OLS to Quantile Regression
Lecture 4: Nonlinearities and Discontinuities
Lecture 5: Cross-Validation and Out-of-Sample diagnosis
Lecture 6: Variable and model selection
Lecture 7: New Tools for Classification Problems
Lecture 8: New Tools for Time Series & Forecasting