GitHub topics: econometrics
gusamarante/empio
Empirical Industrial Organization
Language: Python - Size: 47.9 KB - Last synced at: about 4 hours ago - Pushed at: about 5 hours ago - Stars: 0 - Forks: 0

nicomorga/ml-notebooks
📊 Building ML projects using Python, Scikit-learn & more.
Language: Jupyter Notebook - Size: 4.56 MB - Last synced at: about 5 hours ago - Pushed at: about 6 hours ago - Stars: 0 - Forks: 0

osmarbolivar/osmarbolivar.github.io Fork of CrumpLab/LabJournalWebsite
My personal website
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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 Notebook - Size: 45.5 MB - Last synced at: about 17 hours ago - Pushed at: 7 days ago - Stars: 4,162 - Forks: 759

unslothai/hyperlearn
2-2000x faster ML algos, 50% less memory usage, works on all hardware - new and old.
Language: Jupyter Notebook - Size: 46.7 MB - Last synced at: about 22 hours ago - Pushed at: 7 months ago - Stars: 2,172 - Forks: 142

Wenzhe-Huang/python-causality-handbook-zh
中文翻译版 | Causal Inference for the Brave and True:使用 Python 学习因果推断的轻松指南
Language: Jupyter Notebook - Size: 20.9 MB - Last synced at: 2 days ago - Pushed at: 2 days ago - Stars: 0 - Forks: 1

mariapkartika/CEA_healtheconomics
Cost-effective analysis, financial risk protection, catastrophic expenditure; Part of GHP 501
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plan-be/iode
IODE integrates all the functionalities required for the construction and the handling of econometric models and for the management of statistical series.
Language: C - Size: 25.3 MB - Last synced at: 2 days ago - Pushed at: 2 days ago - Stars: 2 - Forks: 1

CausalAIBook/MetricsMLNotebooks
Notebooks for Applied Causal Inference Powered by ML and AI
Language: Jupyter Notebook - Size: 34.4 MB - Last synced at: about 23 hours ago - Pushed at: 3 months ago - Stars: 121 - Forks: 52

aeturrell/coding-for-economists
This repository hosts the code behind the online book, Coding for Economists.
Language: Jupyter Notebook - Size: 94 MB - Last synced at: 3 days ago - Pushed at: 3 days ago - Stars: 831 - Forks: 147

visprex/visprex
Visualise your CSV files in seconds without sending your data anywhere
Language: TypeScript - Size: 629 KB - Last synced at: 4 days ago - Pushed at: 4 days ago - Stars: 509 - Forks: 12

Nixtla/hierarchicalforecast
Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.
Language: Python - Size: 23.2 MB - Last synced at: 2 days ago - Pushed at: 6 days ago - Stars: 670 - Forks: 84

josephineph31/Portfolio-Optimization-using-Python
I will try to build a portfolio by using a combined approach between quantitative (70%) and qualitative (30%).
Language: Jupyter Notebook - Size: 4.09 MB - Last synced at: 4 days ago - Pushed at: 4 days ago - Stars: 0 - Forks: 0

SepineTam/stata-mcp
Let LLM help you achieve your regression with Stata.
Language: Python - Size: 4.76 MB - Last synced at: 4 days ago - Pushed at: 5 days ago - Stars: 22 - Forks: 0

Beacon-Heart/Heart_Beacon
Eco Economic Epochs
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Aluminumak/Statistics-part-of-B.A.-in-Economics-
Applied data-science, econometrics & cyber-analytics: modular solutions to real-world business and academic problems
Language: R - Size: 6.84 KB - Last synced at: 5 days ago - Pushed at: 5 days ago - Stars: 0 - Forks: 0

statsmodels/statsmodels
Statsmodels: statistical modeling and econometrics in Python
Language: Python - Size: 52.4 MB - Last synced at: 5 days ago - Pushed at: 5 days ago - Stars: 10,732 - Forks: 3,271

Nixtla/statsforecast
Lightning ⚡️ fast forecasting with statistical and econometric models.
Language: Python - Size: 223 MB - Last synced at: 6 days ago - Pushed at: about 2 months ago - Stars: 4,405 - Forks: 316

Beliavsky/R-Time-Series-Task-View-Supplement
R Time series packages not included in CRAN Task View: Time Series Analysis
Size: 337 KB - Last synced at: 7 days ago - Pushed at: 7 days ago - Stars: 4 - Forks: 3

JLDC/model-confidence-set
Model Confidence Set (MCS) implementation in Python
Language: Python - Size: 18.6 KB - Last synced at: about 16 hours ago - Pushed at: 8 months ago - Stars: 11 - Forks: 0

ncn-foreigners/ncn-foreigners.github.io
Webpage of the project "Towards census-like statistics for foreign-born populations"
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gretl-project/gretl
Official mirror of the actively maintained repo on sourceforge
Language: C - Size: 180 MB - Last synced at: 7 days ago - Pushed at: 7 days ago - Stars: 7 - Forks: 4

PYFTS/pyFTS
An open source library for Fuzzy Time Series in Python
Language: Python - Size: 63.2 MB - Last synced at: 2 days ago - Pushed at: 11 months ago - Stars: 272 - Forks: 56

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: Python - Size: 77.4 MB - Last synced at: 8 days ago - Pushed at: 7 months ago - Stars: 1,653 - Forks: 241

dmsul/econtools
Econometrics and data manipulation functions.
Language: Python - Size: 3.01 MB - Last synced at: 8 days ago - Pushed at: almost 4 years ago - Stars: 115 - Forks: 23

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 Notebook - Size: 47.3 MB - Last synced at: 8 days ago - Pushed at: 6 months ago - Stars: 2,968 - Forks: 541

JustinMShea/wooldridge
The official R data package for "Introductory Econometrics: A Modern Approach". A vignette contains example models from each chapter.
Language: R - Size: 32.9 MB - Last synced at: 3 days ago - Pushed at: 7 months ago - Stars: 210 - Forks: 74

mca91/EconometricsWithR
📖An interactive companion to the well-received textbook 'Introduction to Econometrics' by Stock & Watson (2015)
Language: R - Size: 285 MB - Last synced at: 8 days ago - Pushed at: about 1 year ago - Stars: 507 - Forks: 281

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 Notebook - Size: 388 MB - Last synced at: 9 days ago - Pushed at: 9 days ago - Stars: 1,307 - Forks: 395

DoubleML/doubleml-for-py
DoubleML - Double Machine Learning in Python
Language: Python - Size: 8.52 MB - Last synced at: 7 days ago - Pushed at: 8 days ago - Stars: 598 - Forks: 91

shoaib1522/Introduction-to-Economics
📚 Complete Introduction to Economics UE-171 repo featuring essential textbooks, lecture slides (pre/post-mid) 🎓, elasticity & competition readings 📖, digital currency project 💸, and a structured course outline 🗂️—perfect for mastering micro & macroeconomics! 📈📉
Size: 47.9 MB - Last synced at: 10 days ago - Pushed at: 11 days ago - Stars: 0 - Forks: 0

Chhaya-github/PMDA
PMDA helps you clean up your Plex Music library by finding and removing duplicate albums with ease. 🎵 With its smart scanning, you can enjoy a tidy collection without the clutter. 🛠️
Language: Python - Size: 2.81 MB - Last synced at: 11 days ago - Pushed at: 11 days ago - Stars: 0 - Forks: 0

lolski9/Random_Forest
# Random_ForestThis repository contains code for analyzing and processing data using a Random Forest model. It includes steps for loading data, checking for missing values, and preparing features for machine learning. 🐱💻🌲
Size: 4.88 KB - Last synced at: 11 days ago - Pushed at: 11 days ago - Stars: 0 - Forks: 0

danielegirardi/lpdid
Implementing Local Projections Difference-in-Differences (LP-DiD) estimators
Language: Stata - Size: 65.4 KB - Last synced at: 11 days ago - Pushed at: 12 days ago - Stars: 59 - Forks: 11

elmarmertens/em-matlabbox
matlab toolboxes
Language: MATLAB - Size: 268 KB - Last synced at: 11 days ago - Pushed at: 12 days ago - Stars: 3 - Forks: 6

phlam-econometrics/ForecastingGDPGrowth_TimeSeries
Forecasting GDP Growth Rate of Malaysia: From 2025 Q2 to 2027 Q4
Size: 188 KB - Last synced at: 12 days ago - Pushed at: 12 days ago - Stars: 0 - Forks: 0

benjaminbluhm/econometrics_at_scale
Language: R - Size: 12.7 MB - Last synced at: 5 minutes ago - Pushed at: over 3 years ago - Stars: 15 - Forks: 7

mjavadg/Econometrics_Spring-2025
Python tutorials, lecture materials, and assignments for the Econometrics course taught to Master's students in Economics at Allameh Tabataba'i University.
Language: Jupyter Notebook - Size: 1.93 MB - Last synced at: 14 days ago - Pushed at: 14 days ago - Stars: 0 - Forks: 0

artamonoff/econometrica
Материалы по курсам Эконометрика, Эконометрика-2, Анализ временных рядов, Анализ панельных данных в МГИМО МИД России
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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: Python - Size: 12.7 MB - Last synced at: 15 days ago - Pushed at: 15 days ago - Stars: 969 - Forks: 212

zpjbtdjm/pyoneclick
This tool enables the automatic screening of control variables to adjust the significance of specific variables, similar to Stata's 'oneclick' command, while offering enhanced functionality.
Language: Python - Size: 1.93 MB - Last synced at: 16 days ago - Pushed at: 16 days ago - Stars: 0 - Forks: 0

OscarEngelbrektson/SyntheticControlMethods
A Python package for causal inference using Synthetic Controls
Language: Python - Size: 69.8 MB - Last synced at: 13 days ago - Pushed at: over 1 year ago - Stars: 185 - Forks: 55

Jonathan-Pearce/RDD_trends
Regression discontinuity experiments with Google Trends data
Language: R - Size: 48.8 KB - Last synced at: 17 days ago - Pushed at: 18 days ago - Stars: 0 - Forks: 0

rsvp/awesome-economics Fork of antontarasenko/awesome-economics
Crowd-sourced links for economists, esp. in financial economics with computational interests.
Size: 31.3 KB - Last synced at: 7 days ago - Pushed at: over 6 years ago - Stars: 22 - Forks: 8

tsu2000/sgx_ols_perf
A Shiny web app showcasing multiple OLS regressions on SGX company financials to identify key profitability drivers.
Language: Jupyter Notebook - Size: 1.02 MB - Last synced at: 12 days ago - Pushed at: 19 days ago - Stars: 1 - Forks: 0

mcreel/Econometrics
Econometrics lecture notes with examples using the Julia language
Language: Julia - Size: 302 MB - Last synced at: 19 days ago - Pushed at: 20 days ago - Stars: 356 - Forks: 105

pachadotdev/capybara
tldr; If you have a 2-4GB dataset and you need to estimate a (generalized) linear model with a large number of fixed effects, this package is for you.
Language: R - Size: 7.56 MB - Last synced at: 5 days ago - Pushed at: 5 days ago - Stars: 14 - Forks: 0

ds-modules/ECON-140-FA21
UC Berkeley ECON 140 Fall 2021
Language: Jupyter Notebook - Size: 3.19 MB - Last synced at: 21 days ago - Pushed at: 21 days ago - Stars: 0 - Forks: 0

ds-modules/ECON-140-SP22
UC Berkeley ECON 140 Fall 2022
Language: Jupyter Notebook - Size: 3.18 MB - Last synced at: 21 days ago - Pushed at: 21 days ago - Stars: 1 - Forks: 3

ds-modules/ECON-140-FA22-SB
UC Berkeley ECON 140 (Economic Statistics and Econometrics) Fall 2022
Language: Jupyter Notebook - Size: 3.26 MB - Last synced at: 22 days ago - Pushed at: 22 days ago - Stars: 0 - Forks: 3

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.
Language: TeX - Size: 23 MB - Last synced at: 24 days ago - Pushed at: 24 days ago - Stars: 136 - Forks: 19

euro-kim/nowcast
Nowcasting Economic Variables with Web Traffic Using VAR and Deep Learning
Language: Python - Size: 3.85 MB - Last synced at: 24 days ago - Pushed at: 24 days ago - Stars: 1 - Forks: 0

RandomProgrammerGuy/HedgeHog
HedgeHog is an open-source, mid-to-long-term-focused stock portfolio manager. HedgeHog's investment model is based on fundamental analysis and market sentiment.
Language: Python - Size: 1.7 MB - Last synced at: 9 days ago - Pushed at: 9 days ago - Stars: 0 - Forks: 1

macroeconomicdata/dateutils
Tools for processing time-series and working with mixed frequency data.
Language: R - Size: 761 KB - Last synced at: 9 days ago - Pushed at: over 3 years ago - Stars: 4 - Forks: 4

edugca/xlMATRIX
Handle vectors and matrices in Excel with Lambda functions. Conduct statistical and econometric analysis with ease. No VBA!
Size: 10.2 MB - Last synced at: 25 days ago - Pushed at: 25 days ago - Stars: 29 - Forks: 1

MathSci/fecon236
Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.
Language: Python - Size: 363 KB - Last synced at: 13 days ago - Pushed at: about 6 years ago - Stars: 135 - Forks: 53

RoryQo/FRED-Timeseries-Analysis-Package
Python package for fetching, analyzing, and forecasting economic time series from FRED. Includes ARIMA modeling, stationarity tests, automatic model selection, and visualization tools.
Language: Python - Size: 674 KB - Last synced at: 25 days ago - Pushed at: 25 days ago - Stars: 2 - Forks: 0

codefoxs/codefoxs.github.io
个人博客,欢迎订阅关注!
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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 Notebook - Size: 37.6 MB - Last synced at: 26 days ago - Pushed at: about 1 year ago - Stars: 415 - Forks: 137

eloualiche/Prototypes.jl
Useful but (un)finished functions for Julia
Language: Julia - Size: 4.55 MB - Last synced at: 26 days ago - Pushed at: 26 days ago - Stars: 0 - Forks: 0

SebKrantz/collapse
Advanced and Fast Data Transformation in R
Language: C - Size: 110 MB - Last synced at: 13 days ago - Pushed at: 13 days ago - Stars: 681 - Forks: 34

ecalderah/Statistics-part-of-B.A.-in-Economics-
Applied data-science, econometrics & cyber-analytics: modular solutions to real-world business and academic problems
Language: R - Size: 827 KB - Last synced at: 27 days ago - Pushed at: 27 days ago - Stars: 1 - Forks: 0

ds-modules/ECON-140-FA22-RDE
UC Berkeley ECON 140 (Economic Statistics and Econometrics) Fall 2022
Language: Jupyter Notebook - Size: 34.7 MB - Last synced at: 27 days ago - Pushed at: 27 days ago - Stars: 3 - Forks: 4

koojy1211/24HK-trade-lp-r_stata
R & STATA code for (1) PPML gravity model (IV generation), (2) panel fixed effect regression (1st stage regression), and (3) local projection method
Language: R - Size: 5.5 MB - Last synced at: 28 days ago - Pushed at: 28 days ago - Stars: 2 - Forks: 1

stevecondylios/priceR
Economics and Pricing in R
Language: R - Size: 773 KB - Last synced at: 9 days ago - Pushed at: 10 months ago - Stars: 62 - Forks: 8

grf-labs/grf
Generalized Random Forests
Language: C++ - Size: 62.7 MB - Last synced at: 24 days ago - Pushed at: about 2 months ago - Stars: 1,025 - Forks: 260

cantaro86/Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
Language: Jupyter Notebook - Size: 23.3 MB - Last synced at: 30 days ago - Pushed at: 8 months ago - Stars: 6,120 - Forks: 1,114

TatevKaren/free-resources-books-papers
Books and Papers in Mathematics, Econometrics, Machine Learning, Finance etc for different levels that can be useful for Data Scientists, Developers and everyone whoo is interesting in STEM.
Size: 79.8 MB - Last synced at: 13 days ago - Pushed at: about 4 years ago - Stars: 43 - Forks: 9

pysal/spreg
Spatial econometric regression in Python
Language: Python - Size: 8.27 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 78 - Forks: 26

MicheleCucinella/Causal-Inference
Report on the paper "The Consequences of Promoting Data Literacy Among Graduate Students", by Margherita Fort, Annalisa Loviglio, Susanna Tinti.
Size: 685 KB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 0 - Forks: 0

rbeeli/RiskPerf.jl
Quantitative risk and performance analysis package for financial time series powered by the Julia language.
Language: Julia - Size: 186 KB - Last synced at: 29 days ago - Pushed at: about 1 year ago - Stars: 9 - Forks: 2

FRBNY-DSGE/SMC.jl
Sequential Monte Carlo algorithm for approximation of posterior distributions.
Language: Julia - Size: 114 MB - Last synced at: 21 days ago - Pushed at: 2 months ago - Stars: 73 - Forks: 20

almost-matching-exactly/DAME-FLAME-Python-Package
A Python Package providing two algorithms, DAME and FLAME, for fast and interpretable treatment-control matches of categorical data
Language: Python - Size: 4.91 MB - Last synced at: 17 days ago - Pushed at: about 1 year ago - Stars: 57 - Forks: 13

bytedance/CausalMatch
CausalMatch is a Bytedance research project aimed at integrating cutting-edge machine learning and econometrics methods to bring about automation in decision-making process.
Language: Jupyter Notebook - Size: 478 KB - Last synced at: 25 days ago - Pushed at: 3 months ago - Stars: 78 - Forks: 5

vikjam/mostly-harmless-replication
Replication of tables and figures from "Mostly Harmless Econometrics" in Stata, R, Python and Julia.
Language: Stata - Size: 4.08 MB - Last synced at: 27 days ago - Pushed at: over 2 years ago - Stars: 617 - Forks: 320

luanborelli/ipeadatapy
ipeadatapy is a data and metadata extraction package made in Python using Ipeadata database official API. In it's essence it is an API wrapper.
Language: Jupyter Notebook - Size: 402 KB - Last synced at: about 1 month ago - Pushed at: 5 months ago - Stars: 75 - Forks: 11

LAMPSPUC/StateSpaceModels.jl
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
Language: Julia - Size: 10.5 MB - Last synced at: 28 days ago - Pushed at: 3 months ago - Stars: 277 - Forks: 28

moritzpschwarz/getspanel
An implementation of the `gets` package for Panel Models to use indicator saturation
Language: R - Size: 1000 MB - Last synced at: 1 day ago - Pushed at: 1 day ago - Stars: 13 - Forks: 3

Edyarich/aaa-code
Stuff code from Academy of Analytics in Avito
Language: Jupyter Notebook - Size: 66.5 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 1 - Forks: 0

iankhr/armagarch
ARMA-GARCH
Language: Python - Size: 280 KB - Last synced at: about 1 month ago - Pushed at: over 1 year ago - Stars: 97 - Forks: 30

biancainocencio/Econometric-Analysis-The-2009-L-Aquila-Earthquake
This project investigates the causal effects of the 2009 Abruzzo earthquake in Italy, with a particular focus on labor market outcomes, household income, and GDP.
Language: R - Size: 0 Bytes - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 0 - Forks: 0

biancainocencio/Statistical-Analysis-Production-Function
Econometric analysis project developed in a group by me and two friends, as part of an undergraduate course at Bocconi University.
Language: Stata - Size: 0 Bytes - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 0 - Forks: 0

suahjl/localprojections
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/local-projections.
Language: Python - Size: 50.8 KB - Last synced at: 23 days ago - Pushed at: 7 months ago - Stars: 35 - Forks: 7

mwong009/pycmtensor
Python Choice Modelling on Tensor (PyCMTensor). A flexible Neural Embedded Discrete Choice Modelling (NEDCM) Python package
Language: Python - Size: 13.4 MB - Last synced at: 3 days ago - Pushed at: about 1 month ago - Stars: 6 - Forks: 0

justinjjlee/SmoothLocalProjections.jl
julia implementation of Smooth Local Projections (SLP)
Language: Julia - Size: 256 KB - Last synced at: 14 days ago - Pushed at: 12 months ago - Stars: 12 - Forks: 1

Beliavsky/TimeSeriesAnalysisBooks
List of books on time series analysis, with links to code where available
Size: 258 KB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 2 - Forks: 0

DoubleML/doubleml-for-r
DoubleML - Double Machine Learning in R
Language: R - Size: 3.07 MB - Last synced at: 21 days ago - Pushed at: 2 months ago - Stars: 146 - Forks: 26

spring-haru/wooldridge
A Python package containing 111 data sets of Introductory Econometrics: A Modern Approach (7th ed, J.M. Wooldridge)
Language: Rez - Size: 13.7 MB - Last synced at: 13 days ago - Pushed at: 8 months ago - Stars: 54 - Forks: 24

Empiria-Lab/.github
Profile repository
Size: 0 Bytes - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 0 - Forks: 0

Madaniou/Madaniou.Dieme
Page Personnelle de Dr. Madaniou DIEME
Size: 1.95 KB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 0 - Forks: 0

andrewtavis/causeinfer
Machine learning based causal inference/uplift in Python
Language: Python - Size: 14.3 MB - Last synced at: 2 days ago - Pushed at: over 1 year ago - Stars: 60 - Forks: 11

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 Notebook - Size: 5.79 MB - Last synced at: about 1 month ago - Pushed at: over 2 years ago - Stars: 1,213 - Forks: 339

Pedro-Huet/EPortfolio
A sample of the works I elaborated by performing Data and Econometric Analysis; as well as my collection of written publications.
Language: Python - Size: 105 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0

The-Milad-A/energy-load-forecasting
Bayesian and statistical modeling of regional energy load using public ISO data. Explores seasonal patterns, cross-sectional hierarchies, and probabilistic forecasting across hourly and daily resolution.
Size: 2.93 KB - Last synced at: 5 days ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0

junyuan-chen/LocalProjections.jl
Local projection methods for impulse response estimation
Language: Julia - Size: 364 KB - Last synced at: 5 days ago - Pushed at: about 1 year ago - Stars: 24 - Forks: 3

ChangeunKim/CB_APM
This repository contains the code implementation of the paper titled "A Consensus-Bottleneck Asset Pricing Model.
Language: Python - Size: 853 KB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 2 - Forks: 0

advanced-financial-data-analytics/time-series-models
linear times series approaches to model the autocorrelation in the data
Language: HTML - Size: 31 MB - Last synced at: about 1 hour ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0

vkoul/Econ-Data-Science
Articles/ Journals and Videos related to Economics:chart_with_upwards_trend: and Data Science :bar_chart:
Language: HTML - Size: 707 KB - Last synced at: about 1 month ago - Pushed at: about 3 years ago - Stars: 127 - Forks: 34

rpasquini/econometrics_book
Econometrics with Simulations book project
Language: Python - Size: 5.51 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0

apoorvalal/synthlearners
fast synthetic control estimators for panel data problems
Language: Jupyter Notebook - Size: 24.2 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 19 - Forks: 2
