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The Top 23 Julia Econometrics Open Source Projects

Open source projects categorized as Julia Econometrics
Categories > Econometrics
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
Econometrics ⭐ 321
Econometrics lecture notes with examples using the Julia language
most recent commit 3 months ago
Statespacemodels.jl ⭐ 249
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
most recent commit 5 months ago
Guide2econra ⭐ 166
most recent commit 3 months ago
Juliatutorial ⭐ 108
Julia Tutorial for Finance and Econometrics Students
most recent commit 3 months ago
Temporal.jl ⭐ 82
Time series implementation for the Julia language focused on efficiency and flexibility
most recent commit 2 years ago
Archmodels.jl ⭐ 81
A Julia package for estimating ARMA-GARCH models.
most recent commit 7 months ago
Smc.jl ⭐ 52
Sequential Monte Carlo algorithm for approximation of posterior distributions.
most recent commit 2 years ago
Financialeconometrics ⭐ 47
Financial Econometrics (MSc, Julia code)
most recent commit 3 months ago
Glfixedeffectmodels.jl ⭐ 31
Fast estimation of generalized linear models with high dimensional categorical variables in Julia
most recent commit 4 months ago
Microeconometrics.jl ⭐ 28
Microeconometric estimation in Julia
most recent commit 3 years ago
Diffindiffs.jl ⭐ 27
A suite of Julia packages for difference-in-differences
most recent commit a year ago
Dbnomics.jl ⭐ 25
Access DBnomics data series from Julia.
most recent commit 2 years ago
Psid.jl ⭐ 22
Quickly assemble data from the Panel Study of Income Dynamics (PSID)
most recent commit 2 years ago
Marswitching.jl ⭐ 21
MarSwitching.jl: Julia package for Markov switching dynamic models
most recent commit 4 months ago
Fixedeffectjlr ⭐ 20
R interface for Fixed Effect Models
most recent commit 4 years ago
Beadata.jl ⭐ 17
A Julia interface for retrieving data from the Bureau of Economic Analysis (BEA).
most recent commit 2 years ago
Interactionweighteddids.jl ⭐ 13
Regression-based multi-period difference-in-differences with heterogenous treatment effects
most recent commit 2 years ago
Alistair.jl ⭐ 11
A minimal regression library for Julia
most recent commit 6 years ago
Phd403 ⭐ 9
PhD 403: Empirical Asset Pricing
most recent commit 5 years ago
Modelconstructors.jl ⭐ 9
Build custom model types for estimation.
most recent commit 3 years ago
Localprojections.jl ⭐ 8
Local projection methods for impulse response estimation
most recent commit 2 years ago
Diffindiffsbase.jl ⭐ 6
Base package for DiffinDiffs.jl
most recent commit 2 years ago
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