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55 search results found
Statsmodels
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9,242
Statsmodels: statistical modeling and econometrics in Python
Financial Models Numerical Methods
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5,086
Collection of notebooks about quantitative finance, with interactive python code.
Statsforecast
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3,339
Lightning ⚡️ fast forecasting with statistical and econometric models.
Python Causality Handbook
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2,265
Causal Inference for the Brave and True. A light-hearted yet rigorous approach to learning about impact estimation and causality.
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.
Hyperlearn
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1,387
2-2000x faster ML algos, 50% less memory usage, works on all hardware - new and old.
Lightweight_mmm
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701
LightweightMMM 🦇 is a lightweight Bayesian Marketing Mix Modeling (MMM) library that allows users to easily train MMMs and obtain channel attribution information.
Fecon235
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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
Coding For Economists
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589
This repository hosts the code behind the online book, Coding for Economists.
Hierarchicalforecast
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473
Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.
Mostly Harmless Replication
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470
Replication of tables and figures from "Mostly Harmless Econometrics" in Stata, R, Python and Julia.
Doubleml For Py
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365
DoubleML - Double Machine Learning in Python
Causal Inference With Python
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328
Causal Inference for The Brave and True 책의 한국어 번역 자료입니다.
Causallift
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310
CausalLift: Python package for causality-based Uplift Modeling in real-world business
Books
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244
Source code for 200+ books, kept here for quick reference
Pyfts
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232
An open source library for Fuzzy Time Series in Python
Data Science Toolkit
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185
Collection of stats, modeling, and data science tools in Python and R.
Guide2econra
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166
Cgoes
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141
Research by Carlos Góes
Appelpy
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124
Applied Econometrics Library for Python
Econtools
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84
Econometrics and data manipulation functions.
Econometrics With Python
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77
Tutorials of econometrics featuring Python programming. This is a crash course for reviewing the most important concepts and techniques of basic econometrics, the theories are presented lightly without hustles of derivation and Python codes are straightforward.
Armagarch
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76
ARMA-GARCH
Differences
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65
difference-in-differences in Python
Fecon236
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55
Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.
Causeinfer
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54
Machine learning based causal inference/uplift in Python
Spreg
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51
Spatial econometric regression in Python
Dame Flame Python Package
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48
A Python Package providing two algorithms, DAME and FLAME, for fast and interpretable treatment-control matches of categorical data
Pysynthdid
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40
Synthetic difference in differences for Python
Syntheticcontrolmethods
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35
A Python package for causal inference using Synthetic Controls
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).
Weather Panel.github.io
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25
A practical guide to climate econometrics: Navigating key decision points in weather and climate data analysis.
Machine Learning For Economic Analysis
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23
Material for the exercise sessions of master course Machine Learning for Economic Analysis @UZH
Geodaspace
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22
Software for Advanced Spatial Econometrics
Pyconometrics
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20
Python Econometrics toolbox, requires NumPy
Specification_curve
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15
Specification Curve is a Python package that performs specification curve analysis: exploring how a coefficient varies under multiple different specifications of a statistical model.
Causal Inference For Data Scientists
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15
Notebooks of Python and R code which illustrates basic causal inference using simulated data
Binscatter
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13
Hdfe
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13
Data_science
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12
Getting started working with data, with applications to economics
Econometrics
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11
Repositorio de la clase de Econometría I · Facultad de Economía · UNAM · Semestre 2023-2
Skillmodels
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10
Doubleml Serverless
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10
DoubleML-Serverless - Distributed Double Machine Learning with a Serverless Architecture
Econometric Algorithms
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10
Popular Econometrics content with code; Simple Linear Regression, Multiple Linear Regression, OLS, Event Study including Time Series Analysis, Fixed Effects and Random Effects Regressions for Panel Data, Heckman_2_Step for selection bias, Hausman Wu test for Endogeneity in Python, R, and STATA.
Wooldridge
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10
A Python package containing 111 data sets of Introductory Econometrics: A Modern Approach (6th ed, J.M. Wooldridge)
Localprojections
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10
This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due to Jorda (2005), and based on codes available at https://sites.google.com/site/oscarjorda/home/loca
Rdd
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9
Python tools for regression discontinuity designs
Econometrica Spring23
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8
Материалы по курсам Эконометрика, Эконометрика-2, Анализ панельных данных в МГИМО МИД России (Весна 2023)
Pyeconometrics
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7
Python package for panel data econometrics
Statinf
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6
Python Library for Econometrics and Advanced Statistics
Metrics
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6
Python Code for UTexas econometrics
Py4etrics
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6
Truncated regression, Tobit model, Heckit model
Data_analysis_python_r
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6
Pycmtensor
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5
Python Choice Modelling on Tensor (PyCMTensor). A tensor-based discrete choice modelling Python package with deep learning capabilities.
Econometrics_at_scale
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5
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