The session welcomes papers that examine the nexus between machine learning techniques and econometrics as well as their potential applications in economics and finance. While machine learning techniques primarily focus on prediction, some of the techniques have recently been incorporated to econometrics to facilitate causal inference. The session provides an opportunity to explore different potential connections and applications of machine learning techniques in solving econometric problems, such as causal inference, model selection and risk modelling.
Key topics: Machine learning, Econometrics, Economics, Finance