EconML, Economics, Machine Learning, Causal Inference
- First Post
- Replies
- Stats
-
Go to
- ----- 2024 -----
- December
- November
- October
- September
- August
- July
- June
- May
- April
- March
- February
- January
- ----- 2023 -----
- December
- November
- October
- September
- August
- July
- June
- May
- April
- March
- February
- January
- ----- 2022 -----
- December
- November
- October
- September
- August
- July
- June
- May
- April
- March
- February
- January
- ----- 2021 -----
- December
- November
- October
- September
- August
- July
- June
- May
- April
- March
- February
- January
- ----- 2020 -----
- December
- November
- October
- September
- August
- July
- June
- May
- April
- March
- February
- January
- ----- 2019 -----
- December
- November
- October
- September
- August
- July
- June
- May
- April
- March
- February
- January
- ----- 2018 -----
- December
- November
- October
- September
- August
- July
- June
- May
- April
- March
- February
- January
- ----- 2017 -----
- December
- November
- October
- September
- August
- July
- June
- May
- April
- March
- February
- January
- ----- 2016 -----
- December
- November
- October
- September
- August
- July
- June
- May
- April
- March
- February
- January
- ----- 2015 -----
- December
- November
- October
- September
- August
- July
- June
- May
- April
- March
- February
- January
- ----- 2014 -----
- December
- November
- October
- September
- August
- July
- June
- May
- April
- March
- February
- January
- ----- 2013 -----
- December
- November
- October
- September
- August
- July
- June
- May
- April
- March
- February
- January
- ----- 2012 -----
- December
- November
- October
- September
- August
- July
- June
- May
- April
- March
- February
- January
- ----- 2011 -----
- December
- November
- October
- September
- August
- July
- June
- May
- April
- March
- February
- January
- ----- 2010 -----
- December
- November
- October
- September
- August
- July
- June
- May
- April
- March
- February
- January
- ----- 2009 -----
- December
- November
- October
- September
- August
- July
- June
- May
- April
- March
- February
- January
- ----- 2008 -----
- December
- November
- October
- September
- August
- July
- June
- May
- April
- March
- February
- January
- ----- 2007 -----
- December
- November
- October
- September
- August
- July
- June
- May
- April
- March
- February
- January
- ----- 2006 -----
- December
- November
- October
- September
- August
- July
- June
- May
- April
- March
- February
- January
- ----- 2005 -----
- December
- November
- October
- September
- August
- July
- June
- May
- April
- March
- February
- January
- ----- 2004 -----
- December
- November
- October
- September
- August
- July
- June
- May
- April
- March
- February
- January
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
On Fri, 9 Jul 2021, riles(a)triton.net wrote:
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.
Aaaaah, this is _very_ interesting. Thanks for sharing!
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------
Am 10.07.2021 um 11:24 schrieb Riccardo (Jack) Lucchetti:
On Fri, 9 Jul 2021, riles(a)triton.net wrote:
> 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.
Aaaaah, this is _very_ interesting. Thanks for sharing!
Yes, thanks. As we already guessed or mentioned during the conference,
the main keyword there AFAICS is double machine learning = DML.
I do think there is some hype involved, though, but this may be my bias
coming mainly from macroeconomics, where I'm skeptical about fitting
non-parametric and/or nonlinear stuff to the short time series we
typically have. But in other areas of economics of course it could be
more promising.
thanks
sven
1260
days inactive
1261
days old
2 comments
3 participants
tags (0)
participants (3)
-
Riccardo (Jack) Lucchetti -
riles＠triton.net -
Sven Schreiber