Department of Economics

Bruce E. Hansen

Model Selection, Averaging, and Machine Learning

University of Crete, July 22-27, 2019


Lectures
Lecture 1: Model Selection
Lecture 2: Model Selection and Averaging
Lecture 3: Model Averaging and Stein Shrinkage
Lecture 4: Forecast Combination
Lecture 5: Machine Learning

Links
bruce.hansen@wisc.edu
Bruce Hansen's webpage
Hansen's Programs and Data
ECONOMETRICS (draft graduate textbook)

Bruce E. Hansen