hdmetrics

Machine Learning for Econometrics -- ENSAE Paris

(previously High-Dimensional Econometrics)

3rd Edition -- 2020

3A ENSAE and 2nd year of Master in Economics. This repo contains some code to illustrate the class.

A copy of the handout can be downloaded here: https://sites.google.com/site/jeremylhour/courses

Presentation page: http://www.ensae.fr/ensae/fr/formations-navhorizontale-172/statisticien-conomiste-navhorizontale-48/3me-anne-voies-de-spcialisation-formationsdiplome-96/data-science-cours-3a.html?id=103618