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Professor for Statistics, Machine Learning and Data Science
Machine-Learning-in-Econometrics. Collection of lecture notes and excercises for a course "Machine Learning in Econometrics"
★ 33hdm. R
★ 19doubleml-coverage. Coverage Simulations for DoubleML package
★ 7doubleml-for-py. DoubleML - Double Machine Learning in Python
★ 751qboost. R
★ 1AdaptiveDiscreteSmoothing. R
★ 1doubleml-deep. Deep Learning in combination with DoubleML
★ 6rdrobust. Robust Local Polynomial Methods for RD Designs
★ 95storm. An LLM-powered knowledge curation system that researches a topic and generates a full-length report with citations.
★ 30kLLM101n. LLM101n: Let's build a Storyteller
★ 37kinterflex. Multiplicative Interaction Models Diagnostics and Visualization, Producing Flexible Marginal Effect Estimates
★ 39Time-Series-Analysis-and-Forecasting. This repository contains everything you need to become proficient in Time Series Analysis and Forecasting
★ 321causal-ml. Must-read papers and resources related to causal inference and machine (deep) learning
★ 749EconML. ALICE (Automated Learning and Intelligence for Causation and Economics) is a Microsoft Research project aimed at applying Artificial Intelligence concepts to economic decision making. One of its goals is to build a toolkit that combines state-of-the-art machine learning techniques with econometrics in order to bring automation to complex causal inference problems. To date, the ALICE Python SDK (econml) implements orthogonal machine learning algorithms such as the double machine learning work of Chernozhukov et al. This toolkit is designed to measure the causal effect of some treatment variable(s) t on an outcome variable y, controlling for a set of features x.
★ 4.7kMetricsMLNotebooks. Notebooks for Applied Causal Inference Powered by ML and AI
★ 152hdm. R
★ 19doubleml-py-vs-r. DoubleML - Unit tests for alignment of the Python and R package
★ 5kaobook. A LaTeX class for books, reports or theses based on https://github.com/kenohori/thesis and https://github.com/Tufte-LaTeX/tufte-latex.
★ 1.1kdoubleml-docs. Documentation and User Guide for DoubleML - Double Machine Learning in Python & R
★ 24doubleml-serverless. DoubleML-Serverless - Distributed Double Machine Learning with a Serverless Architecture
★ 12doubleml-for-r. DoubleML - Double Machine Learning in R
★ 163