As for (1), it's wonderful to see the ML and E/S literatures beginning to cross-fertilize, driven in significant part by E/S. Names like Athey, Chernozukov, and Imbens come immediately to mind. See, for example, the material here under "Econometric Theory and Machine Learning", and here under "Big Data: Post-Selection Inference for Causal Effects" and "Big Data: Prediction Methods".

As for (2) but staying with causal prediction, note that the traditional econometric approach treats causal prediction as an estimation problem (whether by instrumental variables, fully-structural modeling, or whatever...) and focuses not only on point estimates, but also on inference (standard errors, etc.) and hence implicitly interval prediction by inverting the test statistics. Similarly, the financial-econometric "event study" approach, which directly compares forecasts of what would have happened in the absence of an intervention to what happened

*with*the intervention, also focuses on inference for the treatment effect, and hence implicitly on interval prediction.