Topic 6: Statistical Learning (readings)
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.