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Advanced Econometrics with Machine Learning

When you'll study it
Semester 1
CATS points
15
ECTS points
7.5
Level
Level 6
Module lead
Nicolas Apfel
Academic year
2025-26

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.