On Thursday, March 23rd, I will give the third lecture of the PhD course on advanced tools for econometrics, on model selection and variable selection, where we will focus on ridge and lasso regressions . Slides are available online.
The first part was on on Nonlinearities in Econometric models, and the second one on Simulations.
OpenEdition suggests that you cite this post as follows:
Arthur Charpentier (March 7, 2017). Advanced Econometrics: Model Selection. Freakonometrics. Retrieved March 17, 2025 from https://doi.org/10.58079/ov73
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