机器学习对经济学研究的影响研究进展

被引:29
作者
黄乃静
于明哲
机构
[1] 中央财经大学经济学院
关键词
机器学习; 大数据; 预测; 因果推断;
D O I
暂无
中图分类号
F0 [经济学];
学科分类号
0201 ;
摘要
机器学习与经济学研究的融合将改变传统经济学的研究方式。本文就机器学习对经济学研究的影响进行了较为系统的梳理,着重分析了机器学习在大数据背景下对丰富经济数据多样性的贡献,机器学习对经济预测准确性的改进作用,以及机器学习在估计平均处理效应、处理效应异质性和结构模型等因果推断中的应用,对这些领域的重要研究进行了比较详细的介绍。在阐述机器学习优势的同时,本文也指出在经济学研究中使用机器学习方法可能存在的局限性,并对未来的研究方向进行了展望。
引用
收藏
页码:115 / 129
页数:15
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