Econometrics with Machine Learning

Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Chan, Felix (Editor), Mátyás, László (Editor)
Summary:XXII, 371 p. 49 illus., 36 illus. in color.
text
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2022.
Edition:1st ed. 2022.
Series:Advanced Studies in Theoretical and Applied Econometrics, 53
Subjects:
Online Access:https://doi.org/10.1007/978-3-031-15149-1
Format: Electronic Book

MARC

LEADER 00000nam a22000005i 4500
001 978-3-031-15149-1
003 DE-He213
005 20240321231643.0
007 cr nn 008mamaa
008 220907s2022 sz | s |||| 0|eng d
020 |a 9783031151491  |9 978-3-031-15149-1 
024 7 |a 10.1007/978-3-031-15149-1  |2 doi 
050 4 |a HB139-141 
072 7 |a KCH  |2 bicssc 
072 7 |a BUS021000  |2 bisacsh 
072 7 |a KCH  |2 thema 
082 0 4 |a 330.015195  |2 23 
245 1 0 |a Econometrics with Machine Learning  |h [electronic resource] /  |c edited by Felix Chan, László Mátyás. 
250 |a 1st ed. 2022. 
264 1 |a Cham :  |b Springer International Publishing :  |b Imprint: Springer,  |c 2022. 
300 |a XXII, 371 p. 49 illus., 36 illus. in color.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
490 1 |a Advanced Studies in Theoretical and Applied Econometrics,  |x 2214-7977 ;  |v 53 
505 0 |a Linear Econometric Models with Machine Learning -- Nonlinear Econometric Models with Machine Learning -- The Use of Machine Learning in Treatment Effect Estimation.-Forecasting with Machine Learning Methods.-Causal Estimation of Treatment Effects From Observational Health Care Data Using Machine Learning Methods -- Econometrics of Networks with Machine Learning -- Fairness in Machine Learning and Econometrics -- Graphical Models and their Interactions with Machine Learning in the Context of Economics and Finance -- Poverty, Inequality and Development Studies with Machine Learning -- Machine Learning for Asset Pricing. 
520 |a This book helps and promotes the use of machine learning tools and techniques in econometrics and explains how machine learning can enhance and expand the econometrics toolbox in theory and in practice. Throughout the volume, the authors raise and answer six questions: 1) What are the similarities between existing econometric and machine learning techniques? 2) To what extent can machine learning techniques assist econometric investigation? Specifically, how robust or stable is the prediction from machine learning algorithms given the ever-changing nature of human behavior? 3) Can machine learning techniques assist in testing statistical hypotheses and identifying causal relationships in ‘big data? 4) How can existing econometric techniques be extended by incorporating machine learning concepts? 5) How can new econometric tools and approaches be elaborated on based on machine learning techniques? 6) Is it possible to develop machine learning techniques furtherand make them even more readily applicable in econometrics? As the data structures in economic and financial data become more complex and models become more sophisticated, the book takes a multidisciplinary approach in developing both disciplines of machine learning and econometrics in conjunction, rather than in isolation. This volume is a must-read for scholars, researchers, students, policy-makers, and practitioners, who are using econometrics in theory or in practice. . 
650 0 |a Econometrics. 
650 0 |a Machine learning. 
650 0 |a Macroeconomics. 
650 1 4 |a Econometrics. 
650 2 4 |a Machine Learning. 
650 2 4 |a Quantitative Economics. 
650 2 4 |a Macroeconomics and Monetary Economics. 
700 1 |a Chan, Felix.  |e editor.  |4 edt  |4 http://id.loc.gov/vocabulary/relators/edt 
700 1 |a Mátyás, László.  |e editor.  |4 edt  |4 http://id.loc.gov/vocabulary/relators/edt 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer Nature eBook 
776 0 8 |i Printed edition:  |z 9783031151484 
776 0 8 |i Printed edition:  |z 9783031151507 
776 0 8 |i Printed edition:  |z 9783031151514 
830 0 |a Advanced Studies in Theoretical and Applied Econometrics,  |x 2214-7977 ;  |v 53 
856 4 0 |u https://doi.org/10.1007/978-3-031-15149-1 
912 |a ZDB-2-ECF 
912 |a ZDB-2-SXEF 
950 |a Economics and Finance (SpringerNature-41170) 
950 |a Economics and Finance (R0) (SpringerNature-43720)