econometrics

There are 891 repositories under econometrics topic.

  • statsmodels/statsmodels

    Statsmodels: statistical modeling and econometrics in Python

    Language:Python9.7k2815.4k2.8k

  • cantaro86/Financial-Models-Numerical-Methods

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

    Language:Jupyter Notebook5.3k13614974

  • Nixtla/statsforecast

    Lightning ⚡️ fast forecasting with statistical and econometric models.

    Language:Python3.7k36308249
  • EconML

    py-why/EconML

    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.

    Language:Jupyter Notebook3.6k77549686
  • python-causality-handbook

    matheusfacure/python-causality-handbook

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

    Language:Jupyter Notebook2.5k41256436

  • unslothai/hyperlearn

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

    Language:Jupyter Notebook1.7k8922120
  • pmdarima

    alkaline-ml/pmdarima

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

    Language:Python1.5k34325227

  • rsvp/fecon235

    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

    Language:Jupyter Notebook1.1k738327

  • facebookexperimental/Robyn

    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.

    Language:Jupyter Notebook1.1k56688324
  • grf

    grf-labs/grf

    Generalized Random Forests

    Language:C++93745480249

  • google/lightweight_mmm

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

    Language:Python81630173165
  • coding-for-economists

    aeturrell/coding-for-economists

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

    Language:Jupyter Notebook6761437125

  • SebKrantz/collapse

    Advanced and Fast Data Transformation in R

    Language:C6181019831

  • vikjam/mostly-harmless-replication

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

    Language:Stata575533311

  • Nixtla/hierarchicalforecast

    Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.

    Language:Python5311211262

  • xieliaing/CausalInferenceIntro

    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。英文版原作者：Matheus Facure

    Language:Jupyter Notebook4888499

  • mca91/EconometricsWithR

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

    Language:R457224266

  • DoubleML/doubleml-for-py

    DoubleML - Double Machine Learning in Python

    Language:Python439134469

  • CausalInferenceLab/Causal-Inference-with-Python

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

    Language:Jupyter Notebook37981068
  • causallift

    Minyus/causallift

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

    Language:Python334112242

  • mcreel/Econometrics

    Econometrics lecture notes with examples using the Julia language

    Language:Julia32715696
  • Econometrics-With-Python

    weijie-chen/Econometrics-With-Python

    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.

    Language:Jupyter Notebook2688193

  • LAMPSPUC/StateSpaceModels.jl

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

    Language:Julia265910927
  • pyFTS

    PYFTS/pyFTS

    An open source library for Fuzzy Time Series in Python

    Language:Python258163853
  • data-science-toolkit

    pmaji/data-science-toolkit

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

    Language:HTML2109642

  • JustinMShea/wooldridge

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

    Language:R192121070

  • mfarragher/appelpy

    Applied Econometrics Library for Python

    Language:Python1682015

  • OscarEngelbrektson/SyntheticControlMethods

    A Python package for causal inference using Synthetic Controls

    Language:Python16042147

  • zhentaoshi/econ5170

    Econ5170@CUHK: Computational Methods in Economics (2020 Spring).

    Language:Jupyter Notebook143160100

  • omercadopopular/cgoes

    Research by Carlos Góes

    Language:Jupyter Notebook13931141

  • ScPoEcon/ScPoEconometrics

    Undergraduate textbook for Econometrics with R

    Language:HTML136109467

  • MathSci/fecon236

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

    Language:Python1249751

  • vkoul/Econ-Data-Science

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

    Language:HTML12010031

  • DoubleML/doubleml-for-r

    DoubleML - Double Machine Learning in R

    Language:R11975726

  • yzoz/python-option-calculator

    Vanilla option pricing and visualisation using Black-Scholes model in pure Python

    Language:Python1193243

  • dmsul/econtools

    Econometrics and data manipulation functions.

    Language:Python10612425