Econometrics: Learning from Statistical Learning Techniques

In two weeks, I will be invited as a keynote speaker in London, to give a talk on what can central bank policymakers learn from other disciplines. Which is an interesting question. Initially, I wanted to give a talk on actuarial science, large risks, and connexion with finance, but I will finally give a talk on connexions between Econometrics and Machine Learning, and how we can – as Econometricans – actually learn a lot from people coming from the Statistical Learning community – in the spirit of Varian (2013). I will upload the slides within the next ten days….



Cite this blog post
Arthur Charpentier (2016, May 2). Econometrics: Learning from Statistical Learning Techniques. Freakonometrics. Retrieved May 17, 2024, from https://doi.org/10.58079/ov3x

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