TY  - BOOK
AU  - Gaillac, Christophe 
AU  - L`Hour, Jeremy 
TI  - Machine learning for econometrics 
SN  - 9780198918837
PY  - 2025///
CY  - New York 
PB  - Oxford University Press 
N2  - Machine Learning for Econometrics is a book for economists seeking to grasp modern machine learning techniques - from their predictive performance to the revolutionary handling of unstructured data - in order to establish causal relationships from data. The volume covers automatic variable selection in various high-dimensional contexts, estimation of treatment effect heterogeneity, natural language processing (NLP) techniques, as well as synthetic control and macroeconomic forecasting.
ER  -