Advanced Topics in Statistical Learning

Argomenti del programma: A refresher on multiple linear regression. Further topics in regression analysis: Instrumental variables, Differences-in-Differences, Regression Discontinuity estimators, Heckman's sample selection model, Mediation analysis, Quantile regression. Introduction to time series and forecasting. Models for univariate time series: ARMA, ARIMA, ARCH, GARC. Time series regression with additional predictors.

Argomenti del programma: A refresher on multiple linear regression. Further topics in regression analysis: Instrumental variables, Differences-in-Differences, Regression Discontinuity estimators, Heckman's sample selection model, Mediation analysis, Quantile regression. Introduction to time series and forecasting. Models for univariate time series: ARMA, ARIMA, ARCH, GARC. Time series regression with additional predictors.