SIDE Summer School, day 1

This morning, we start the SIdE (Italian Econometric Association) Summer School, on Machine Learning Algorithms for Econometricians. Emmanuel Flachaire will start with a presentation of nonparametric econometric techniques. I will then get back to the geometry of (standard) econometric techniques, to introduce kernels. The first series of slides are online.

I will then spend more time on the (popular) idea of “least squares” and mention other loss functions. Slides are online.


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