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Data Science for Economics
Tilburg U 2021

  • INTRODUCTION

Prediction models -- Week 1

  • Video: Prediction vs. Inference
  • Quiz: Prediction or Inference?
    • Answer 1 and Question 2
    • Answer 2 and Question 3
    • Answer 3
  • Simple example of how Prediction \(\neq\) Inference
    • Answer to the estimation task
    • Predict height
    • Answer to the prediction task
    • The math proof
  • Video: The prediction routine
  • Video: Bias-Variance trade-off
  • Video: Test vs Cross-Validation MSE
  • Tutorial: Ridge and Lasso
  • Links: Ridge and Lasso in Python
  • TIPS: How to automate your project?
  • Zoom-lecture: March 12, 10:45

Prediction models -- Week 2

  • Video: Decision trees
  • Video: Pruning technique, Classification trees
  • Video: Bagging, Random Forest, Boosting
  • Tutorial: Tree-based methods
  • Tutorial: Tree-based and ensemble models in Python
  • Tutorial: Tree-based and ensemble models in Python (ANSWERS)
  • TIPS: Sublime project and git integration
  • Links: Unix shell
  • Zoom-lecture: March 19, 10:45

Inference models -- Week 3

  • Tutorial: Post-lasso and Post-double-selection inference
  • Video: Why ML fails for inference (recap)
  • Video: Double selection
  • Video: Double Machine Learning
  • Tutorial: Double Machine Learning
  • Links: SQL
  • Zoom-lecture: March 26, 10:45

Inference models -- Week 4

  • Video: GRF (intro)
  • Video: Causal Trees
  • Video: GRF random effects model
  • Tutorial: Generalized Random Forest
  • Zoom-lecture: April 1, 10:45

Other

  • Textbooks and papers
  • Lecture slides
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Links: SQLΒΆ

One of the necessary skills to work with large N databases is to know how to do SQL queries. Check this series of datacamp courses:

  1. Intro to SQL

  2. Intermediate SQL

Tutorial: Double Machine Learning Zoom-lecture: March 26, 10:45

By Madina Kurmangaliyeva
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