Advanced Econometrics: Model Selection

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.



Cite this blog post
Arthur Charpentier (2017, March 7). Advanced Econometrics: Model Selection. Freakonometrics. Retrieved June 13, 2024, from https://doi.org/10.58079/ov73

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