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Courses / Modules / ECON3040 Advanced Econometrics with Machine Learning

Advanced Econometrics with Machine Learning

When you'll study it
Semester 1
CATS points
ECTS points
Level 6
Module lead
Academic year

Module overview

Building on the econometric content learned in the second year this module introduces students to advanced topics in econometrics. The module will familiarise students with state of the art methods of model selection in econometrics, giving them access to the fundamental methods in machine learning relevant for statistical inference in economic contexts. It will also introduce students to frontier methods in causal inference to enable meaningful policy evaluation. Applications to economic problem will be used throughout to illustrate the methods.