|
Department of Economics | |
Bruce E. HansenModel Selection, Averaging, Shrinkage, and Machine LearningCFE Tutorial, December 17, 2021Parts 1-4 Part 1: Model Selection Part 2: Model Averaging Part 3: Shrinakge Part 4: Machine Learning Links bruce.hansen@wisc.edu Bruce Hansen's webpage Hansen's Programs and Data ECONOMETRICS (draft graduate textbook) |
|
