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- | ====== Advanced Computational Econometrics: | + | ====== Advanced Computational Econometrics: |
**Instructor: | **Instructor: | ||
- | Description: | + | Description: |
**Program** | **Program** | ||
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- Model selection | - Model selection | ||
- Splines and generalized additive models | - Splines and generalized additive models | ||
- | - Tree-based methods | + | - Tree-based |
- | - Gaussian mixture models | + | - Kernel-based classification |
- | | + | |
- | - Support Vector Regression | + | |
- | - Relevance Vector Machines | + | |
- Neural networks | - Neural networks | ||
- | |||
**Recommended reading**: | **Recommended reading**: | ||
- | * [[https:// | + | |
- | * [[https:// | + | |
+ | * [[https:// | ||
**Slides** | **Slides** | ||
- | - {{ :en:ace_chapter1_2019.pdf |Introduction}} | + | - {{ :en:ace_chapter1_2023.pdf | Introduction}} |
- | - {{ :en:ace_chapter2_2019.pdf |Linear | + | - {{ :en:ace_chapter2_2023.pdf | Linear |
- | - {{ :en:ace_chapter3_2019.pdf |Model | + | - {{ :en:ace_chapter3_2023.pdf | Model Selection}} |
- | - {{ :en:ace_chapter4_2019.pdf |Splines and generalized additive models}} | + | - {{ :en:ace_chapter4_2023.pdf | Splines and Generalized Additive Models}} |
- | - {{ :en:ace_chapter5_2019.pdf |Tree-based and ensemble methods}} | + | - {{ :en:ace_chapter5_2023.pdf | Tree-based and ensemble methods}} |
- | - {{ :en:ace_chapter6_2019.pdf |Gaussian mixture models}} | + | - {{ :en:ace_chapter6_2023.pdf | Kernel-based |
- | - {{ : | + | - {{ :en:ace_chapter7_2023.pdf | Neural networks |
- | - {{ : | + | |
- | - {{ :en:ace_chapter9_2019.pdf |Relevance Vector Machines}} | + | |
- | - {{ : | + | |
**Exercises** | **Exercises** | ||
- | - {{ :en:exercices_chapter1.pdf |K-NN regression and bias-variance decomposition}} | + | - {{ :en:ace_exercices_chapter1.pdf |K-NN regression and bias-variance decomposition}} |
- | * {{ : | + | - {{ :en:ace_exercises_chapter2.pdf | Linear |
- | - {{ :en:exercises_chapter2.pdf |Linear | + | - {{ :en:ace_exercises_chapter3.pdf | Model selection}} |
- | * {{ : | + | - {{ : |
- | - {{ :en:aec_exercises_chapter3.pdf |Model selection}} | + | - {{ : |
- | * {{ : | + | - {{ :en:ace_exercises_chapters6.pdf | Kernel-based classification and regression}} |
- | - {{ : | + | - {{ :en:ace_exercises_chapters7.pdf |Neural networks |
- | * {{ : | + | |
- | - {{ : | + | |
- | * {{ : | + | |
- | - {{ :en:ace_exercises_chapter6.pdf |Gaussian mixture models}} | + | |
- | * {{ : | + | |
- | | + | |
- | * {{ : | + | |
- | - {{ :en:ace_chapter10_exercise1.r.zip |Neural networks: solution of exercise 1 (regression)}} | + | |
** Datasets ** | ** Datasets ** | ||
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* {{ : | * {{ : | ||
* {{ : | * {{ : | ||
+ | * {{ : | ||
+ | * {{ : | ||
+ | * {{ : |