At the Gretl 2021 conference there was a discussion about adding Machine Learning and
Causal Inference to Gretl. I was reading an article and it talked about EconML
(
https://github.com/Microsoft/EconML) which is a python package from Microsoft that
incorporates the three. The article can be found here
https://towardsdatascience.com/causal-inference-example-elasticity-de4a3e...
Just thought I would share.
Cheers
Ryan