econometrics
There are 1167 repositories under econometrics topic.
statsmodels/statsmodels
Statsmodels: statistical modeling and econometrics in Python
cantaro86/Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
Nixtla/statsforecast
Lightning ⚡️ fast forecasting with statistical and econometric models.
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.
matheusfacure/python-causality-handbook
Causal Inference for the Brave and True. A light-hearted yet rigorous approach to learning about impact estimation and causality.
unslothai/hyperlearn
2-2000x faster ML algos, 50% less memory usage, works on all hardware - new and old.
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.
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.
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
grf-labs/grf
Generalized Random Forests
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.
aeturrell/coding-for-economists
This repository hosts the code behind the online book, Coding for Economists.
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
Nixtla/hierarchicalforecast
Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.
SebKrantz/collapse
Advanced and Fast Data Transformation in R
DoubleML/doubleml-for-py
DoubleML - Double Machine Learning in Python
vikjam/mostly-harmless-replication
Replication of tables and figures from "Mostly Harmless Econometrics" in Stata, R, Python and Julia.
visprex/visprex
Visualise your CSV files in seconds without sending your data anywhere
mca91/EconometricsWithR
📖An interactive companion to the well-received textbook 'Introduction to Econometrics' by Stock & Watson (2015)
CausalInferenceLab/Causal-Inference-with-Python
Causal Inference for The Brave and True 책의 한국어 번역 자료입니다.
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.
mcreel/Econometrics
Econometrics lecture notes with examples using the Julia language
Minyus/causallift
CausalLift: Python package for causality-based Uplift Modeling in real-world business
LAMPSPUC/StateSpaceModels.jl
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
PYFTS/pyFTS
An open source library for Fuzzy Time Series in Python
pmaji/data-science-toolkit
Collection of stats, modeling, and data science tools in Python and R.
JustinMShea/wooldridge
The official R data package for "Introductory Econometrics: A Modern Approach". A vignette contains example models from each chapter.
OscarEngelbrektson/SyntheticControlMethods
A Python package for causal inference using Synthetic Controls
mfarragher/appelpy
Applied Econometrics Library for Python
DoubleML/doubleml-for-r
DoubleML - Double Machine Learning in R
omercadopopular/cgoes
Research by Carlos Góes
ScPoEcon/ScPoEconometrics
Undergraduate textbook for Econometrics with R
marcelomijas/econometrics-cheatsheet
Econometrics cheat sheets with a concise review of the subject, going from the basics of an econometric model to the solution of the most popular problems.
zhentaoshi/econ5170
Econ5170@CUHK: Computational Methods in Economics (2020 Spring).
CausalAIBook/MetricsMLNotebooks
Notebooks for Applied Causal Inference Powered by ML and AI