There is a wonderful article about Machine learning in the spring 2017 issue of the Journal of Economic Perspectives, and there is also a series of four fine articles in the AER May 2017. I decided to share as a BUHealth blog to all.
Whether you are curious, newly interested or an expert working in the area, I recommend the JEP one to you. The AER series is for more serious work. Here are the links (They should all be free to access, since they are all at the AEA.) Also see below for links on replication.
Machine Learning: An Applied Econometric Approach
- Sendhil Mullainathan and Jann Spiess
- Journal of Economic Perspectives
- vol. 31, no. 2, Spring 2017 (pp. 87-106)
Download Full Text PDF
(Complimentary)
Machine Learning in Econometrics (May, 2017)
Double/Debiased/Neyman Machine Learning of Treatment Effects
Victor Chernozhukov, Denis Chetverikov, Mert Demirer, Esther Duflo, Christian Hansen and Whitney Newey
(pp. 261-65)
Testing-Based Forward Model Selection
Damian Kozbur
(pp. 266-69)
Core Determining Class and Inequality Selection
Ye Luo and Hai Wang
(pp. 274-77)
Estimating Average Treatment Effects: Supplementary Analyses and Remaining Challenges
Susan Athey, Guido Imbens, Thai Pham and Stefan Wager
(pp. 278-81)
The series in the AER on Replication in microeconomics will also be of interest. This article title speaks for itself.
A Preanalysis Plan to Replicate Sixty Economics Research Papers That Worked Half of the Time
Replication in Microeconomics
Assessing the Rate of Replication in Economics
James Berry, Lucas C. Coffman, Douglas Hanley, Rania Gihleb and Alistair J. Wilson
(pp. 27-31)
Replications in Development Economics
Sandip Sukhtankar
(pp. 32-36)
Replication in Labor Economics: Evidence from Data, and What It Suggests
Daniel S. Hamermesh
(pp. 37-40)
A Proposal to Organize and Promote Replications
Lucas C. Coffman, Muriel Niederle and Alistair J. Wilson
(pp. 41-45)
Replication and Ethics in Economics: Thirty Years after Dewald, Thursby, and Anderson
What Is Meant by “Replication” and Why Does It Encounter Resistance in Economics?
Maren Duvendack, Richard Palmer-Jones and W. Robert Reed
(pp. 46-51)
Replication and Economics Journal Policies
Jan H. Höffler
(pp. 52-55)
Replication, Meta-analysis, and Research Synthesis in Economics
Richard G. Anderson and Areerat Kichkha
(pp. 56-59)
A Preanalysis Plan to Replicate Sixty Economics Research Papers That Worked Half of the Time
Andrew C. Chang and Phillip Li
(pp. 60-64)