Topic: econometrics Goto Github

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👇 Here are 845 public repositories matching this topic...

aeturrell / coding-for-economists

econometrics,This repository hosts the code behind the online book, Coding for Economists.

User: aeturrell

Home Page: https://aeturrell.github.io/coding-for-economists

learning economics econometrics research economics-models jupyter-notebook python vscode book data-science

alkaline-ml / pmdarima

econometrics,A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.

Organization: alkaline-ml

Home Page: https://www.alkaline-ml.com/pmdarima

arima time-series forecasting forecasting-models python econometrics pmdarima machine-learning sarimax

bernardodionisi / differences

econometrics,difference-in-differences in Python

User: bernardodionisi

Home Page: https://bernardodionisi.github.io/differences/latest/

causal-inference difference-in-differences econometrics panel-data

cantaro86 / financial-models-numerical-methods

econometrics,Collection of notebooks about quantitative finance, with interactive python code.

User: cantaro86

american-options brownian-motion econometrics financial-engineering financial-mathematics fourier-inversion heston-model jump-diffusion-mertons-model jupyter-notebooks kalman-filter levy-processes linear-regression linear-systems-equations monte-carlo-methods option-pricing partial-differential-equations python quantitative-finance stochastic-differential-equations stochastic-processes

causalinferencelab / causal-inference-with-python

econometrics,Causal Inference for The Brave and True 책의 한국어 번역 자료입니다.

Organization: causalinferencelab

Home Page: https://causalinferencelab.github.io/Causal-Inference-with-Python/

causal-inference experimental-design python data-science econometrics causality

cpfiffer / julia-bootcamp-2022

econometrics,

User: cpfiffer

autodiff bayesian-statistics econometrics julia numerical-optimization statistics

dmsul / econtools

econometrics,Econometrics and data manipulation functions.

User: dmsul

Home Page: http://www.danielmsullivan.com/econtools

econometrics stata regression python statistics scipy

doubleml / doubleml-for-py

econometrics,DoubleML - Double Machine Learning in Python

Organization: doubleml

Home Page: https://docs.doubleml.org

machine-learning python scikit-learn causal-inference statistics econometrics data-science double-machine-learning

doubleml / doubleml-for-r

econometrics,DoubleML - Double Machine Learning in R

Organization: doubleml

Home Page: https://docs.doubleml.org

machine-learning r mlr3 causal-inference statistics econometrics data-science double-machine-learning

dysonance / temporal.jl

econometrics,Time series implementation for the Julia language focused on efficiency and flexibility

User: dysonance

data-analysis data-structures data-visualization econometrics economics finance io julia julia-language quantitative-finance quantitative-trading scientific-computing time-series time-series-analysis timeseries

facebookexperimental / robyn

econometrics,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.

Organization: facebookexperimental

Home Page: https://facebookexperimental.github.io/Robyn/

marketing-mix-modeling marketing-mix-modelling mmm marketing-science econometrics adstocking cost-response-curve budget-allocation hyperparameter-optimization evolutionary-algorithm

google / lightweight_mmm

econometrics,LightweightMMM 🦇 is a lightweight Bayesian Marketing Mix Modeling (MMM) library that allows users to easily train MMMs and obtain channel attribution information.

Organization: google

Home Page: https://lightweight-mmm.readthedocs.io/en/latest/index.html

bayesian econometrics marketing-science mmm data-science

grf-labs / grf

econometrics,Generalized Random Forests

Organization: grf-labs

Home Page: https://grf-labs.github.io/grf/

causal-inference random-forest econometrics machine-learning statistics causal-forest

ianho2019 / did_handbook

econometrics,This repository summarizes the traditional and recently proposed estimators in the difference-in-differences research design.

User: ianho2019

did econometrics

iankhr / armagarch

econometrics,ARMA-GARCH

User: iankhr

garch garch-model arma-garch gjr-garch econometrics timeseries python

johntwk / diebold-mariano-test

econometrics,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).

User: johntwk

forecasting forecasting-test econometrics python time-series-forecast diebold-mariano-test prediction dm dm-test

jrnold / masteringmetrics

econometrics,R code for Angrist & Pischke Mastering Metrics

User: jrnold

Home Page: https://jrnold.github.io/masteringmetrics

econometrics r

justinmshea / wooldridge

econometrics,The official R data package for "Introductory Econometrics: A Modern Approach". A vignette contains example models from each chapter.

User: justinmshea

Home Page: https://justinmshea.github.io/wooldridge

r econometrics cran r-package

keblu / msgarch

econometrics,MSGARCH R Package

User: keblu

Home Page: https://cran.r-project.org/web/packages/MSGARCH/index.html

variance econometrics r forecasting volatility garch arch forecasting-models risk time-series finance gjr-garch egarch tgarch

lampspuc / statespacemodels.jl

econometrics,StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.

Organization: lampspuc

Home Page: https://lampspuc.github.io/StateSpaceModels.jl/latest/

econometrics exponential-smoothing forecasting julia-language kalman-filter sarima state-space-models statistics time-series time-series-analysis unobserved-components

marcelomijas / econometrics-cheatsheet

econometrics,Multiple econometrics cheat sheets with a complete and summarize review going from the basics of an econometric model to the solution of the most popular problems.

User: marcelomijas

cheatsheet econometrics economics latex ols-regression ordinary-least-squares statistics

matheusfacure / python-causality-handbook

econometrics,Causal Inference for the Brave and True. A light-hearted yet rigorous approach to learning about impact estimation and causality.

User: matheusfacure

Home Page: https://matheusfacure.github.io/python-causality-handbook/landing-page.html

causal-inference python causality data-science econometrics impact-estimation harmless-econometrics

mathsci / fecon236

econometrics,Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.

Organization: mathsci

Home Page: https://git.io/econ

python fecon235 pandas time-series econometrics statistics economics finance interest-rates bonds

mca91 / econometricswithr

econometrics,📖An interactive companion to the well-received textbook 'Introduction to Econometrics' by Stock & Watson (2015)

User: mca91

Home Page: https://www.econometrics-with-r.org/

introduction-to-r econometrics applied-economics linear-models bookdown r-programming datacamp-exercises d3-visualization r-markdown knitr

mcreel / econometrics

econometrics,Econometrics lecture notes with examples using the Julia language

User: mcreel

econometrics

mfarragher / appelpy

econometrics,Applied Econometrics Library for Python

User: mfarragher

Home Page: https://appelpy.readthedocs.io/

econometrics economics modeling python3 regression regression-models statistical-models statistics

minyus / causallift

econometrics,CausalLift: Python package for causality-based Uplift Modeling in real-world business

User: minyus

Home Page: https://causallift.readthedocs.io/

uplift-modeling uplift causal-inference causality counterfactual propensity-score propensity-scores econometrics causal-impact

nixtla / hierarchicalforecast

econometrics,Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.

Organization: nixtla

Home Page: https://nixtlaverse.nixtla.io/hierarchicalforecast

econometrics forecasting forecasting-models statistics time-series coherent hierarchical hierarchical-forecast bottomup erm

nixtla / statsforecast

econometrics,Lightning ⚡️ fast forecasting with statistical and econometric models.

Organization: nixtla

Home Page: https://nixtlaverse.nixtla.io/statsforecast

time-series statistics forecasting arima econometrics machine-learning python exponential-smoothing ets baselines

omercadopopular / cgoes

econometrics,Research by Carlos Góes

User: omercadopopular

econometrics economics eviews python r stata

opensourceeconomics / ose-course-data-science

econometrics,course on data science for economists

Organization: opensourceeconomics

Home Page: https://ose-data-science.readthedocs.io

economics statistics econometrics causal-analysis scientific-computing

oscarengelbrektson / syntheticcontrolmethods

econometrics,A Python package for causal inference using Synthetic Controls

User: oscarengelbrektson

econometrics program-evaluation causal-inference counterfactual python package synthetic-control policy-evaluation causal-models causality causality-analysis

pmaji / data-science-toolkit

econometrics,Collection of stats, modeling, and data science tools in Python and R.

User: pmaji

r python machine-learning statistics data-science data-visualization tidyverse modeling reinforcement-learning hypothesis-testing

py-why / econml

econometrics,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 Chernozhukov et al. This toolkit is designed to measure the causal effect of some treatment variable(s) t on an outcome variable y, controlling for a set of features x.

Organization: py-why

Home Page: https://www.microsoft.com/en-us/research/project/alice/

machine-learning economics causal-inference causality econometrics treatment-effects

pyfts / pyfts

econometrics,An open source library for Fuzzy Time Series in Python

Organization: pyfts

Home Page: http://pyfts.github.io/pyFTS/

fuzzy-sets fts time-series forecasting forecasting-models fuzzy-time-series probabilistic-forecasting data-science interval time-series-analysis

rsvp / fecon235

econometrics,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

User: rsvp

Home Page: https://git.io/econ

jupyter-notebook pandas federal-reserve gdp inflation housing equities bonds fx gold

s-broda / archmodels.jl

econometrics,A Julia package for estimating ARMA-GARCH models.

User: s-broda

Home Page: https://juliaeconometrics.wordpress.com/

garch julia julia-language volatility arch statistics statistical-models regression timeseries finance econometrics

scpoecon / scpoeconometrics

econometrics,Undergraduate textbook for Econometrics with R

Organization: scpoecon

Home Page: https://ScPoEcon.github.io/ScPoEconometrics/

econometrics tutorial teaching political-science r sociology textbook teachers

sebkrantz / collapse

econometrics,Advanced and Fast Data Transformation in R

User: sebkrantz

Home Page: https://sebkrantz.github.io/collapse/

r cran rstats statistics data-science scientific-computing time-series panel-data weights weighted econometrics high-performance data-transformation data-aggregation data-processing data-manipulation data-analysis

statsmodels / statsmodels

econometrics,Statsmodels: statistical modeling and econometrics in Python

Organization: statsmodels

Home Page: http://www.statsmodels.org/devel/

python statistics econometrics data-analysis generalized-linear-models timeseries-analysis regression-models count-model data-science forecasting

unslothai / hyperlearn

econometrics,2-2000x faster ML algos, 50% less memory usage, works on all hardware - new and old.

Organization: unslothai

Home Page: https://hyperlearn.readthedocs.io/en/latest/index.html

data-analysis data-science deep-learning econometrics gpu machine-learning neural-network optimization python pytorch regression-models research scikit-learn statistics statsmodels tensor

vikjam / mostly-harmless-replication

econometrics,Replication of tables and figures from "Mostly Harmless Econometrics" in Stata, R, Python and Julia.

User: vikjam

econometrics economics julia python r replication stata

vkoul / econ-data-science

econometrics,Articles/ Journals and Videos related to Economics:chart_with_upwards_trend: and Data Science :bar_chart:

User: vkoul

Home Page: https://vkoul.github.io/Econ-Data-Science/

economics data-science machine-learning social-sciences economist econometrics casual-inference

weijie-chen / basic-statistics-with-python

econometrics,Introduction to statistics featuring Python. This series of lecture notes aim to walk you through all basic concepts of statistics, such as descriptive statistics, parameter estimations, hypothesis testing, ANOVA and etc. All codes are straightforward to understand.

User: weijie-chen

data-science mathematics econometrics frequentist-statistics probability parameter-estimation hypothesis-testing anova-analysis descriptive-statistics

weijie-chen / bayesian-statistics-econometrics

econometrics,Bayesian Statistics-Econometrics

User: weijie-chen

bayesian-inference bayesian-methods bayesian-statistics econometrics statistics

weijie-chen / econometrics-with-python

econometrics,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.

User: weijie-chen

data-analysis data-science econometrics economics python statistics time-series