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The Top 23 Econometrics Open Source Projects

Open source projects categorized as Econometrics
Categories > Econometrics
Statsmodels ⭐ 9,242
Statsmodels: statistical modeling and econometrics in Python
dependent packages 2,135total releases 35most recent commit 4 months agopypi statsmodels} Downloads
Financial Models Numerical Methods ⭐ 5,086
Collection of notebooks about quantitative finance, with interactive python code.
most recent commit 4 months ago
Econml ⭐ 3,522
ALICE (Automated Learning and Intelligence for Causation and Economics) is a Microsoft Research project aimed at applying Artificial Intelligence concepts to economic decision making. One of its goals is to build a toolkit that combines state-of-the-art machine learning techniques with econometrics in order to bring automation to complex causal inference problems. To date, the ALICE Python SDK (econml) implements orthogonal machine learning algorithms such as the double machine learning work of
dependent packages 4total releases 31most recent commit a month agopypi econml} Downloads
Statsforecast ⭐ 3,339
Lightning ⚡️ fast forecasting with statistical and econometric models.
dependent packages 26total releases 27most recent commit 4 months agopypi statsforecast} Downloads
Python Causality Handbook ⭐ 2,265
Causal Inference for the Brave and True. A light-hearted yet rigorous approach to learning about impact estimation and causality.
most recent commit 4 months ago
Pmdarima ⭐ 1,517
A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.
dependent packages 82total releases 27most recent commit 3 months agopypi pmdarima} Downloads
Hyperlearn ⭐ 1,387
2-2000x faster ML algos, 50% less memory usage, works on all hardware - new and old.
most recent commit 2 years ago
Robyn ⭐ 974
Robyn is an experimental, AI/ML-powered and open sourced Marketing Mix Modeling (MMM) package from Meta Marketing Science. Our mission is to democratise modeling knowledge, inspire the industry through innovation, reduce human bias in the modeling process & build a strong open source marketing science community.
total releases 3most recent commit 4 months ago
Grf ⭐ 929
Generalized Random Forests
dependent packages 12total releases 22most recent commit 2 months ago
Lightweight_mmm ⭐ 701
LightweightMMM 🦇 is a lightweight Bayesian Marketing Mix Modeling (MMM) library that allows users to easily train MMMs and obtain channel attribution information.
total releases 11most recent commit 4 months ago
Fecon235 ⭐ 622
Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics
most recent commit 5 years ago
Coding For Economists ⭐ 589
This repository hosts the code behind the online book, Coding for Economists.
most recent commit 4 months ago
Collapse ⭐ 556
Advanced and Fast Data Transformation in R
dependent packages 19total releases 38most recent commit 4 months ago
Hierarchicalforecast ⭐ 473
Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.
dependent packages 4total releases 15most recent commit 4 months agopypi hierarchicalforecast} Downloads
Mostly Harmless Replication ⭐ 470
Replication of tables and figures from "Mostly Harmless Econometrics" in Stata, R, Python and Julia.
most recent commit 2 years ago
Econometricswithr ⭐ 436
📖An interactive companion to the well-received textbook 'Introduction to Econometrics' by Stock & Watson (2015)
most recent commit 4 months ago
Doubleml For Py ⭐ 365
DoubleML - Double Machine Learning in Python
total releases 17most recent commit 4 months ago
Causal Inference With Python ⭐ 328
Causal Inference for The Brave and True 책의 한국어 번역 자료입니다.
most recent commit 4 months ago
Econometrics ⭐ 321
Econometrics lecture notes with examples using the Julia language
most recent commit 4 months ago
Causallift ⭐ 310
CausalLift: Python package for causality-based Uplift Modeling in real-world business
total releases 10most recent commit a year ago
Causalinferenceintro ⭐ 273
Causal Inference for the Brave and True的中文翻译版。全部代码基于Python，适用于计量经济学、量化社会学、策略评估等领域。英文版 Facure
most recent commit a year ago
Statespacemodels.jl ⭐ 249
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
most recent commit 6 months ago
Books ⭐ 244
Source code for 200+ books, kept here for quick reference
most recent commit 5 months ago
The 10 Most Depended On Econometrics Open Source Projects
Statsmodels ⭐ 9,242
Statsmodels: statistical modeling and econometrics in Python
dependent packages 2,135total releases 35latest release May 05, 2023most recent commit 4 months agopypi statsmodels} Downloads
Statsforecast ⭐ 3,339
Lightning ⚡️ fast forecasting with statistical and econometric models.
dependent packages 26total releases 27latest release August 23, 2023most recent commit 4 months agopypi statsforecast} Downloads
Collapse ⭐ 556
Advanced and Fast Data Transformation in R
dependent packages 19total releases 38latest release December 07, 2023most recent commit 4 months ago
Grf ⭐ 929
Generalized Random Forests
dependent packages 12total releases 22latest release October 01, 2023most recent commit 2 months ago
Spreg ⭐ 51
Spatial econometric regression in Python
dependent packages 7total releases 18latest release November 07, 2023most recent commit 5 months agopypi spreg} Downloads
Sparsevar ⭐ 8
R package for sparse VAR estimation
dependent packages 4total releases 7latest release April 18, 2021most recent commit 3 years ago
Hierarchicalforecast ⭐ 473
Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.
dependent packages 4total releases 15latest release November 21, 2023most recent commit 4 months agopypi hierarchicalforecast} Downloads
The 10 Latest Releases In Econometrics Open Source Projects
Collapse ⭐ 556
Advanced and Fast Data Transformation in R
dependent packages 19total releases 38latest release December 07, 2023most recent commit 4 months ago
Hierarchicalforecast ⭐ 473
Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.
dependent packages 4total releases 15latest release November 21, 2023most recent commit 4 months agopypi hierarchicalforecast} Downloads
Spreg ⭐ 51
Spatial econometric regression in Python
dependent packages 7total releases 18latest release November 07, 2023most recent commit 5 months agopypi spreg} Downloads
Bsvars ⭐ 20
Bayesian Estimation of Structural Vector Autoregressive Models
total releases 2latest release October 24, 2023most recent commit 4 months ago
Pricer ⭐ 50
Economics and Pricing in R
dependent packages 1total releases 13latest release October 22, 2023most recent commit 7 months ago
Getspanel ⭐ 8
An implementation of the `gets` package for Panel Models to use indicator saturation
total releases 4latest release October 19, 2023most recent commit 7 months ago
Armagarch ⭐ 76
ARMA-GARCH
total releases 5latest release October 15, 2023most recent commit 7 months ago
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