Abstract
This research is characterized in that it seeks closeness between the fields of machine learning, deep learning and reinforcement learning and the field of econometrics. If you are studying time series analysis or panel analysis in econometrics, machine learning has much in common with econometrics as well as analytical methods, so it is important to consider relationships more systematically in the future. I think it will be. In econometrics, machine learning is used in the field of causal inference, and the relationship is explained. In order to give an overview of recent advances in research on machine learning and econometrics, we have applied machine learning to business in image recognition and speech recognition, CATE and LASSO, ELM as a policy distribution problem, and CMA (causal inference in epidemiology). Mediation analysis), Causal Forest, SDD, structure estimation, etc.
