Causality

  • Angrist and Pischke: Mastering ‘Metrics. Princeton University Press. 2015. (pages: XI-XV, 1-14)

Statistical Learning

  • James, Witten, Hastie and Tibshirani: Elements of Statistical Learning, Springer Texts in Statistics. (pages: 15-42, 175-184, 214-227)

  • Kleinberg, Ludwig, Mullainathan and Obermeyer: Prediction Policy Problems. American Economic Review: Papers & Proceedings. 2015.

This text is difficult but try to read the first couple of pages:

  • Breiman: Statistical Modeling: The Two Cultures. Statistical Science. 2001.