Mar 28, 2024  
Graduate Record 2019-2020 
    
Graduate Record 2019-2020 [ARCHIVED RECORD]

ECON 8730 - Econometric Methods for Data-Rich Environments


“Traditional” econometric inference is hard to implement in “big data” settings. This course provides a bridge between highly efficient scalable tools from Machine Learning and nonparametric econometric models. The focus will be on developing non-parametric models of large datasets, establishing uniform consistency results for the analyzed models, and bridging the computational efficiency and statistical properties of the estimators.



Credits: 3