Don Harding and Adrian Pagan have a fascinating new book (HP) that just arrived in the snail mail. Partly HP has a retro feel (think: Bry-...
Machine Learning vs. Econometrics, IV
Some of my recent posts on this topic emphasized that (1) machine learning (ML) tends to focus on non-causal prediction, whereas econometric...
Machine Learning vs. Econometrics, III
I emphasized here that both machine learning (ML) and econometrics (E) prominently feature prediction , one distinction being that ML tends...
Machine Learning vs. Econometrics, II
My last post focused on one key distinction between machine learning (ML) and econometrics (E): non-causal ML prediction vs. causal E pre...
Machine Learning vs. Econometrics, I
[If you're reading this in email, remember to click through on the title to get the math to render.] Machine learning (ML) is almost alw...
Subscribe to:
Posts (Atom)