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Search results for forecasting econometrics
econometrics
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forecasting
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11 search results found
Statsmodels
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9,242
Statsmodels: statistical modeling and econometrics in Python
Statsforecast
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3,339
Lightning ⚡️ fast forecasting with statistical and econometric models.
Pmdarima
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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.
Hierarchicalforecast
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473
Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.
Statespacemodels.jl
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249
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
Pyfts
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232
An open source library for Fuzzy Time Series in Python
Msgarch
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67
MSGARCH R Package
Diebold Mariano Test
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30
This Python function dm_test implements the Diebold-Mariano Test (1995) to statistically test forecast accuracy equivalence for 2 sets of predictions with modification suggested by Harvey et. al (1997).
Macroeconometrics
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12
Course on Macroeconometrics (graduate level)
Econforecasting Web
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6
This is the website code for https://econforecasting.com.
Distributionalforecasts.jl
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5
Code accompanying the Anatolyev, S. and Baruník, J., (2019). Forecasting dynamic return distributions based on ordered binary choice. International Journal of Forecasting, 35(3), pp.823-835
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