Advanced topics in Statistical learning
(obiettivi)
The aim of the course is to provide students with a coverage of a set of methods used in the analysis of economic data to answer a variety of specific, quantitative questions and with the computational tools to be used in the empirical applications. The program includes further topics on the classical regression model, time series analysis and some recent proposal to deal with applications having many observations and/or many predictors relative to the number of observations.
The course applies the widely used freeware programming environment for statistical analysis, known as R (through the RStudio interface).
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