Sign-In
Cart
Machine Learning for Structural Econometrics With Python: A Hands-On Guide to Lasso, Boosting, and Deep IV for Credible Structural Inference
Paperback
Series: Richman Computational Economics
Currently unavailable to order
Please enter your email and a message will be sent to you when this product becomes available on our website.
Publisher: Independently Published
Published: Sep 9 2025
Pages: 380
Weight: 1.12
Height: 0.78 Width: 6.00 Depth: 9.00
Language: English
Built for economists who need results, this book fuses rigor and implementation to deliver structural identification with state-of-the-art machine learning. Across 24 laser-focused chapters, you'll move from orthogonal moments and cross-fitting to Lasso instrument selection, boosting for conditional moments, and full-blown neural approaches like Deep IV and deep GMM-then stress-test everything with MCQs and end-to-end Python code.
No fluff. No filler. Just the theory you need, followed by immediate self-checks and production-quality implementations for credible, policy-relevant counterfactuals.
Why this book stands out- Focused and practical: 24 dense chapters each designed to get you from theory to working code fast.
- Inference-first: Orthogonal scores, debiased ML, cross-fitting, and weak-instrument robustness are baked into every workflow.
- Structural credibility: Shape restrictions, moment inequalities, dynamic choices, auctions, platforms, and demand estimation done with ML the right way.
- End-to-end thinking: From identification and tuning to diagnostics, stability checks, and reproducible pipelines.
- Lasso and post-lasso for instrument and control selection, double selection, and partialling out in high dimensions.
- Boosting for first-stage estimation and overidentified moment systems, with early-stopping as regularization.
- Deep IV and control functions with flexible conditional density estimation (mixture density nets, flows).
- Deep GMM and adversarial moments for conditional moment restrictions.
- Panels and time series with regularization (VAR-lasso, factor-lasso), HAC/cluster-robust inference, and dynamic endogeneity.
- Shape-restricted ML (monotonicity, convexity, homogeneity) for demand systems and game-theoretic models.
- Policy learning and counterfactual evaluation with orthogonal value estimators and robust off-policy tools.
- Graduate students and researchers in economics, public policy, finance, and marketing.
- Quantitative analysts and data scientists moving from prediction to causal and structural analysis.
- Practitioners building decision systems that must withstand scrutiny, replication, and policy stakes.
Also in
Economics
Requiem for the American Dream: The 10 Principles of Concentration of Wealth & Power
Chomsky, Noam
Paperback
Family, Fields, and Ancestors: Constancy and Change in China's Social and Economic History, 1550-1949
Eastman, Lloyd E.
Paperback
1929: Inside the Greatest Crash in Wall Street History--And How It Shattered a Nation
Sorkin, Andrew Ross
Hardcover
Planet Money: A Guide to the Economic Forces That Shape Your Life
Hosts of Npr's Planet Money
Mayyasi, Alex
Hardcover
1873: The Rothschilds, the First Great Depression, and the Making of the Modern World
Ahamed, Liaquat
Hardcover
How to Get Rich in American History: 300 Years of Financial Advice That Worked (& Didn't)
Moore Phd, Joseph S.
Hardcover
Moral Economics: From Prostitution to Organ Sales, What Controversial Transactions Reveal about How Markets Work
Roth, Alvin E.
Hardcover
Capitalism for All: Inclusive Economics and the Future-Proofing of America
Bryant, John Hope
Hardcover
What Happened to Liberal Democracy?: Remaking a Politics of Shared Prosperity
Acemoglu, Daron
Hardcover
Soccernomics (2026 World Cup Edition): Why European Men and American Women Usually Win--And American Men Don't (Yet)
Kuper, Simon
Szymanski, Stefan
Paperback
The Price of Democracy: The Revolutionary Power of Taxation in American History
Williamson, Vanessa S.
Hardcover
Too Big to Fail: The Inside Story of How Wall Street and Washington Fought to Save the Financial System--and Themselves
Sorkin, Andrew Ross
Paperback
Yuppies: The Bankers, Lawyers, Joggers, and Gourmands Who Conquered New York
Gottlieb, Dylan
Hardcover
Market Wizards: The Next Generation: The World's Top Young Traders Reveal How They Beat the Market
Coyle, George F.
Schwager, Jack D.
Hardcover
The Age of Extraction: How Tech Platforms Conquered the Economy and Threaten Our Future Prosperity
Wu, Tim
Hardcover
1929: Inside the Greatest Crash in Wall Street History--And How It Shatteredâ a Nation (Large Print Edition)
Sorkin, Andrew Ross
Paperback
House of Fidelity: The Rise of the Johnson Dynasty and the Company That Changed American Investing
Baer, Justin
Hardcover
The Middle-Class New Deal: Restoring Upward Mobility and the American Dream
Dickerson, A. Mechele
Paperback
How to Win a Trade War: An Optimistic Guide to an Anxious Global Economy
Bown, Chad P.
Keynes, Soumaya
Hardcover
Why Nations Fail: The Origins of Power, Prosperity, and Poverty
Acemoglu, Daron
Robinson, James A.
Paperback
5 Steps to a 5: AP Microeconomics 2027: Practice AP Tests + AP Content Review + Digital Exams
Dodge, Eric R.
Paperback
Who Gets What -- And Why: The New Economics of Matchmaking and Market Design
Roth, Alvin E.
Paperback
It's on You: How Corporations and Behavioral Scientists Have Convinced Us That We're to Blame for Society's Deepest Problems
Loewenstein, George
Chater, Nick
Hardcover
Freakonomics Twentieth Anniversary Edition: A Rogue Economist Explores the Hidden Side of Everything
Levitt, Steven D.
Dubner, Stephen J.
Paperback
A History of the United States in Five Crashes: Stock Market Meltdowns That Defined a Nation
Nations, Scott
Paperback
Broken Money: Why Our Financial System is Failing Us and How We Can Make it Better
Alden, Lyn
Paperback
Principles for Dealing with the Changing World Order: Why Nations Succeed and Fail
Dalio, Ray
Hardcover
How Africa Works: Success and Failure on the World's Last Developmental Frontier
Studwell, Joe
Hardcover
The Winner's Curse: Behavioral Economics Anomalies, Then and Now
Thaler, Richard H.
Imas, Alex
Hardcover
Blood and Treasure: The Economics of Conflict from the Vikings to the Modern Era
Weldon, Duncan
Hardcover
Baby Steps Millionaires: How Ordinary People Built Extraordinary Wealth--And How You Can Too
Ramsey, Dave
Hardcover
Strong Towns: A Bottom-Up Revolution to Rebuild American Prosperity
Marohn, Charles L., Jr.
Hardcover
Poor Economics: A Radical Rethinking of the Way to Fight Global Poverty
Banerjee, Abhijit V.
Duflo, Esther
Paperback
Predictably Irrational, Revised and Expanded Edition: The Hidden Forces That Shape Our Decisions
Ariely, Dan
Paperback
Financial Literacy for All: Disrupting Struggle, Advancing Financial Freedom, and Building a New American Middle Class
Bryant, John Hope
Paperback
How Adam Smith Can Change Your Life: An Unexpected Guide to Human Nature and Happiness
Roberts, Russ
Paperback
The Invention of Infinite Growth: How Economists Came to Believe a Dangerous Delusion
Jones, Christopher F.
Hardcover
Vulture Capitalism: Corporate Crimes, Backdoor Bailouts, and the Death of Freedom /]Cby Grace Blakeley
Blakeley, Grace
Paperback
Abundancia: Cómo Construimos Un Mundo Mejor Abundance (Spanish Edition)
Klein, Ezra
Thompson, Derek
Paperback
The Banker Who Made America: Thomas Willing and the Rise of the American Financial Aristocracy, 1731-1821
Vague, Richard
Hardcover
Burned by Billionaires: How Concentrated Wealth and Power Are Ruining Our Lives and Planet
Collins, Chuck
Hardcover
Louder Than Words: Take Your Career from Average to Exceptional with the Hidden Power of Nonverbal Intelligence
Navarro, Joe
Poynter, Toni Sciarra
Paperback
Think Like a Freak: The Authors of Freakonomics Offer to Retrain Your Brain
Levitt, Steven D.
Dubner, Stephen J.
Paperback
The Capital Order: How Economists Invented Austerity and Paved the Way to Fascism
Mattei, Clara E.
Paperback
A Capitalist Manifesto: Understanding The Market Economy And Defending Liberty
Wolfram, Gary
Paperback
Our Dollar, Your Problem: An Insider's View of Seven Turbulent Decades of Global Finance, and the Road Ahead
Rogoff, Kenneth
Paperback
Against Tech Oligarchy: Worker Resistance in the World's Most Powerful Industry
Tan, Js
Redwine, Clarissa
Hardcover
Power and Progress: Our Thousand-Year Struggle Over Technology and Prosperity
Acemoglu, Daron
Johnson, Simon
Paperback
The Power of Creative Destruction: Economic Upheaval and the Wealth of Nations
Aghion, Philippe
Antonin, Céline
Bunel, Simon
Paperback
The Mismeasurement of America: How Outdated Government Statistics Mask the Economic Struggle of Everyday Americans
Ludwig, Gene
Hardcover
The Great Global Transformation: The United States, China, and the Remaking of the World Economic Order
Milanovic, Branko
Hardcover
Economics in One Lesson: The Shortest and Surest Way to Understand Basic Economics
Hazlitt, Henry
Paperback
9 Hábitos Japoneses Que Cambiarán Tu Vida / 9 Japanese Habits That Will Change Your Life
Rodríguez, Andrea
Paperback
The Triumph of Economic Freedom: Debunking the Seven Great Myths of American Capitalism
Boudreaux, Donald J.
Gramm, Phil
Hardcover
Our Dollar, Your Problem: An Insider's View of Seven Turbulent Decades of Global Finance, and the Road Ahead
Rogoff, Kenneth
Hardcover
The World's Worst Bet: How the Globalization Gamble Went Wrong (and What Would Make It Right)
Lynch, David J.
Hardcover
Talking to My Daughter about the Economy: Or, How Capitalism Works--And How It Fails
Varoufakis, Yanis
Paperback
The World Order - Our Secret Rulers: A Study in the Hegemony of Parasitism
Mullins, Eustace
Paperback
Small Startup Cities: How to Build a Thriving Startup Ecosystem in a Small City
Halaby, Dominique
Paperback
The Lords of Easy Money: How the Federal Reserve Broke the American Economy
Leonard, Christopher
Paperback
Two Paths to Prosperity: Culture and Institutions in Europe and China, 1000-2000
Greif, Avner
Mokyr, Joel
Tabellini, Guido
Hardcover
Credit to the Nation: Eastern European Jewish Immigrant Bankers and the Shaping of American Finance, 1873-1930
Kobrin, Rebecca
Hardcover
Crack-Up Capitalism: Market Radicals and the Dream of a World Without Democracy
Slobodian, Quinn
Paperback
Princes and Thieves: Jared Kushner and Mohammed Bin Zayed's Secret Plot to Remake the Middle East
Cole, Matthew
Hardcover
AP Microeconomics/Macroeconomics Premium, Eighth Edition: Prep Book with 4 Practice Tests + Comprehensive Review + Online Practice (2026)
Kacapyr, Elia, PH. D.
Redelsheimer, James, M. a.
Musgrave, Frank, PH. D.
Paperback
The Wealth of Nations: The Economics Classic - A Selected Edition for the Contemporary Reader
Smith, Adam
Hardcover
The Ascent of Money: A Financial History of the World: 10th Anniversary Edition
Ferguson, Niall
Paperback
A Century of Plenty: A Story of Progress for Generations to Come
Leung, Nick
Canal, Marc
Bradley, Chris
Paperback
Great American Investments: A History of the Bold Initiatives That Shaped a Nation
Ellis, Charles D.
Hardcover
The Invisible Hand of Maria Edgeworth: How a Nineteenth-Century Novelist Taught the World Economics
Smialek, Jeanna
Hardcover
This Time Is Different: Eight Centuries of Financial Folly
Rogoff, Kenneth S.
Reinhart, Carmen M.
Paperback
Architects of Ruin: How Big Government Liberals Wrecked the Global Economy--And How They Will Do It Again If No One Stops Them
Schweizer, Peter
Paperback
Bitcoin Is for Everyone: Why Our Financial System Is Broken and Bitcoin Is the Solution
Brunell, Natalie
Paperback