The SSL ‘Book of the Month’ feature highlights a book in our collection that has been chosen by one of our Subject Consultants. This may be a recent addition to our stock or an existing item that we would like to share with you.
August’s Book of the Month was selected by John Southall, Bodleian Data Librarian and Subject Consultant for Economics and Sociology.
Machine Learning for Econometrics
Christophe Gaillac & Jérémy L’Hour
Oxford University Press, 2025
It was chosen as a book for economists seeking to explore modern machine learning techniques when establishing causal relationships from data.
Book Overview
This new work – published June 2025 – covers automatic variable selection in various high-dimensional contexts, estimation of treatment effect heterogeneity, natural language processing (NLP) techniques, as well as synthetic control and macroeconomic forecasting.
The foundations and techniques of machine learning methods are introduced to provide a thorough theoretical treatment of how they can be used in econometrics and numerous economic applications, and each chapter contains a series of empirical examples, programs, and exercises to facilitate the reader’s adoption and implementation of the techniques.
Authors
Christophe Gaillac is an Associate Professor at the University of Geneva, GSEM. He was a postdoctoral prize research fellow at Oxford University and Nuffield College and received his PhD in Economics from the Toulouse School of Economics.
Jérémy L’Hour is a quantitative researcher at Capital Fund Management (CFM), a Paris-based systematic hedge fund. He received his PhD in Economics from Université Paris-Saclay.
How can I access it?
We have one lending copy of this book, which is located on our New Books Display Area (around the corner from our Issue Desk). Its shelfmark is HB139.GAI 2025. It is also available as an eBook which can be accessed from a Bodleian Library computer or use it remotely, by logging on to SOLO with your SSO.
What would your SSL Book of the Month be? Do you have a favourite book in our collection? If so, we would love to know what it is. Add a comment below or email us.