Also known as Computational Econometrics.
NBER Summer Institute 2013 Econometric Methods for High-Dimensional Data: http://www.nber.org/econometrics_minicourse_2013/ (videos of the talks are on that site).
I thought some of the lectures really try to bridge the gap in vocabulary between the two worlds of economics and big data.
This year, NBER Summer Institute 2014, doesn’t appear to have Big Data on the agenda, but here are two interesting sessions: 1) Economics of IT and Digitization with Susan Athey, Erik Brynjolfsson, Shane Greenstein and Hal Varian, organizers. and 2) Methods Lectures, focussing on Network Models, Daron Acemoglu and Matt Jackson, organizers.
Will post some links to Panel Data and Big Data soon…. (yes, not SVM, or neural nets … but traditional panel data!)
In the mean time …. August 2-7, 2014 … in Boston, the Joint Statistical Meetings and American Statistical Association’s 175th Anniversary. Registration opens on May 1, 2014. Preliminary searchable program here. A guide to a few (looks like a lot but really not a lot) big data talks at the JSM blogged about: here. One interesting talk that caught my eye: was Big Data Analytics in ATM Security by Arif Ansari USC.
An interesting conference November 7-8, 2013: High Dimensional Econometric Modelling at the Center for MicroData Methods and Practice (cemmap), which is a joint venture by the Economics Department of University College London and the Institute for Fiscal Studies.
© 2014-2015 ContextBridge, Inc.