ECON 8730 - Econometric Methods for Data-Rich Environments

Effective Start Date: 08/01/2015
“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
Grading Basis: Student Option
Requisites: ECON 7710 and 7720