Econometrics for Big Data

3 credits · Undergraduate

Econometric methods for analyzing large datasets. Model selection, regularization, classification, resampling, tree-based methods, and support vector machines. Forecasting stock prices, prediction of housing prices, and determination of wages. Prerequisite: 3010 or 3012; either 3032, 3035, 3050; or MATH 2820L with MATH 2810 or 2820. [3] (SBS)