Extending the Scope of Inference About Predictive Ability to Machine Learning Methods
Juan Carlos Escanciano (Universidad Carlos III de Madrid, Spain)
- Erasmus Econometric Institute Series
Juan Carlos Escanciano (Universidad Carlos III de Madrid, Spain)
Max Farrell (University of Chicago Booth School of Business, United States), Andrii Babii (University of North Carolina at Chapel Hill, United States) and Erwan Scornet (Ecole Polytechnique, France)
Davide Grossi (University of Groningen and University of Amsterdam)
Sendhil Mullainathan (University of Chicago, United States)
Keynote: John Van Reenen (MIT, United States)