Machine Learning (Lasso)
Summer School, Lima School of Economics, Universidad de Piura, 2023
A mini-course on Lasso methods for estimation and inference in Econometrics.
Materials
Lecture Notes
R Labs:
- BIC illustration: HTML
- Lasso illustration: HTML
- Lasso and many regressors with growth data: HTML
- Lasso and many IVs with eminent domain data: HTML
- Lasso and many controls with property rights data: HTML
- RMD files for the Labs
