econometrics | Topic | Ecosyste.ms: Repos

Topic: "econometrics"

statsmodels/statsmodels

Statsmodels: statistical modeling and econometrics in Python

Language: Python - Size: 52.4 MB - Last synced at: 5 days ago - Pushed at: 12 days ago - Stars: 10,628 - Forks: 3,256

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: 13 days ago - Pushed at: 7 months ago - Stars: 5,836 - Forks: 1,054

Nixtla/statsforecast

Lightning ⚡️ fast forecasting with statistical and econometric models.

Language: Python - Size: 223 MB - Last synced at: 4 days ago - Pushed at: 5 days ago - Stars: 4,346 - Forks: 315

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: 4 days ago - Pushed at: 5 days ago - Stars: 4,087 - Forks: 746

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: 18 days ago - Pushed at: 5 months ago - Stars: 2,919 - Forks: 527

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: 6 days ago - Pushed at: 6 months ago - Stars: 2,134 - Forks: 139

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: 5 days ago - Pushed at: 6 months ago - Stars: 1,641 - Forks: 239

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: 392 MB - Last synced at: 11 days ago - Pushed at: 12 days ago - Stars: 1,282 - Forks: 388

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: 1,209 - Forks: 340

grf-labs/grf

Generalized Random Forests

Language: C++ - Size: 62.7 MB - Last synced at: 15 days ago - Pushed at: 15 days ago - Stars: 1,014 - Forks: 259

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: 4 days ago - Pushed at: about 1 month ago - Stars: 962 - Forks: 211

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: 29 days ago - Pushed at: about 2 months ago - Stars: 805 - Forks: 147

SebKrantz/collapse

Advanced and Fast Data Transformation in R

Language: C - Size: 106 MB - Last synced at: 8 days ago - Pushed at: 8 days ago - Stars: 679 - Forks: 35

Nixtla/hierarchicalforecast

Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.

Language: Python - Size: 23.2 MB - Last synced at: 3 days ago - Pushed at: 3 days ago - Stars: 652 - Forks: 85

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: 28 days ago - Pushed at: over 2 years ago - Stars: 612 - Forks: 320

DoubleML/doubleml-for-py

DoubleML - Double Machine Learning in Python

Language: Python - Size: 8.25 MB - Last synced at: 1 day ago - Pushed at: 1 day ago - Stars: 583 - Forks: 89

visprex/visprex

Visualise your CSV files in seconds without sending your data anywhere

Language: TypeScript - Size: 666 KB - Last synced at: 6 days ago - Pushed at: 6 days ago - Stars: 507 - Forks: 12

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: 4 days ago - Pushed at: about 1 year ago - Stars: 499 - Forks: 280

cpfiffer/julia-bootcamp-2022

Language: Jupyter Notebook - Size: 5.93 MB - Last synced at: 6 days ago - Pushed at: over 1 year ago - Stars: 480 - Forks: 81

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: about 1 month ago - Pushed at: 11 months ago - Stars: 398 - Forks: 133

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 Notebook - Size: 21.4 MB - Last synced at: over 1 year ago - Pushed at: about 2 years ago - Stars: 373 - Forks: 82

mcreel/Econometrics

Econometrics lecture notes with examples using the Julia language

Language: Julia - Size: 378 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 351 - Forks: 103

Minyus/causallift

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

Language: Python - Size: 5.8 MB - Last synced at: about 2 months ago - Pushed at: almost 2 years ago - Stars: 348 - Forks: 43

CausalInferenceLab/Causal-Inference-with-Python

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

Language: Jupyter Notebook - Size: 25.9 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 328 - Forks: 50

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: 6 days ago - Pushed at: about 2 months ago - Stars: 277 - Forks: 28

PYFTS/pyFTS

An open source library for Fuzzy Time Series in Python

Language: Python - Size: 63.2 MB - Last synced at: 9 days ago - Pushed at: 9 months ago - Stars: 270 - Forks: 56

pmaji/data-science-toolkit

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

Language: HTML - Size: 271 MB - Last synced at: 12 months ago - Pushed at: almost 2 years ago - Stars: 210 - Forks: 41

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: about 8 hours ago - Pushed at: 5 months ago - Stars: 207 - Forks: 74

OscarEngelbrektson/SyntheticControlMethods

A Python package for causal inference using Synthetic Controls

Language: Python - Size: 69.8 MB - Last synced at: 4 days ago - Pushed at: over 1 year ago - Stars: 183 - Forks: 54

mfarragher/appelpy

Applied Econometrics Library for Python

Language: Python - Size: 437 KB - Last synced at: about 1 month ago - Pushed at: about 5 years ago - Stars: 175 - Forks: 15

zhentaoshi/econ5170

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

Language: HTML - Size: 90.5 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 150 - Forks: 99

DoubleML/doubleml-for-r

DoubleML - Double Machine Learning in R

Language: R - Size: 3.04 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 142 - Forks: 26

omercadopopular/cgoes

Research by Carlos Góes

Language: Stata - Size: 1.59 GB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 141 - Forks: 42

ScPoEcon/ScPoEconometrics

Undergraduate textbook for Econometrics with R

Language: HTML - Size: 141 MB - Last synced at: 9 months ago - Pushed at: over 4 years ago - Stars: 138 - Forks: 67

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: 4 days ago - Pushed at: almost 6 years ago - Stars: 134 - Forks: 54

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: 5 days ago - Pushed at: almost 3 years ago - Stars: 127 - Forks: 34

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: 21.7 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 123 - Forks: 18

weijie-chen/Basic-Statistics-With-Python

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.

Language: Jupyter Notebook - Size: 8.1 MB - Last synced at: about 1 month ago - Pushed at: 11 months ago - Stars: 114 - Forks: 44

dmsul/econtools

Econometrics and data manipulation functions.

Language: Python - Size: 3.01 MB - Last synced at: about 4 hours ago - Pushed at: over 3 years ago - Stars: 113 - Forks: 23

CausalAIBook/MetricsMLNotebooks

Notebooks for Applied Causal Inference Powered by ML and AI

Language: Jupyter Notebook - Size: 34.4 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 102 - Forks: 43

dysonance/Temporal.jl

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

Language: Julia - Size: 3.08 MB - Last synced at: 7 days ago - Pushed at: about 2 years ago - Stars: 101 - Forks: 27

bernardodionisi/differences

difference-in-differences in Python

Language: Python - Size: 3.36 MB - Last synced at: 1 day ago - Pushed at: over 1 year ago - Stars: 100 - Forks: 25

iankhr/armagarch

ARMA-GARCH

Language: Python - Size: 280 KB - Last synced at: 25 days ago - Pushed at: over 1 year ago - Stars: 96 - Forks: 28

s-broda/ARCHModels.jl

A Julia package for estimating ARMA-GARCH models.

Language: Julia - Size: 3.27 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 95 - Forks: 20

johntwk/Diebold-Mariano-Test

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).

Language: Python - Size: 16.6 KB - Last synced at: over 1 year ago - Pushed at: over 7 years ago - Stars: 94 - Forks: 32

OpenSourceEconomics/ose-course-data-science

course on data science for economists

Language: Jupyter Notebook - Size: 299 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 91 - Forks: 53

zhentaoshi/Econ5121A

Econ5121A@CUHK. This is an open-source writing project.

Language: Jupyter Notebook - Size: 47 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 85 - Forks: 55

weijie-chen/Bayesian-Statistics-Econometrics

Bayesian Statistics-Econometrics

Language: Jupyter Notebook - Size: 14.7 MB - Last synced at: about 1 month ago - Pushed at: 11 months ago - Stars: 84 - Forks: 33

keblu/MSGARCH

MSGARCH R Package

Language: R - Size: 221 MB - Last synced at: 3 days ago - Pushed at: over 2 years ago - Stars: 80 - Forks: 29

jrnold/masteringmetrics

R code for Angrist & Pischke Mastering Metrics

Language: R - Size: 30.7 MB - Last synced at: 26 days ago - Pushed at: about 2 years ago - Stars: 79 - Forks: 35

pysal/spreg

Spatial econometric regression in Python

Language: Python - Size: 8.27 MB - Last synced at: 16 days ago - Pushed at: 3 months ago - Stars: 78 - Forks: 25

ksecology/FixedEffectModel

Fixedeffectmodel: panel data modeling in Python

Language: Jupyter Notebook - Size: 240 KB - Last synced at: 22 days ago - Pushed at: about 3 years ago - Stars: 78 - Forks: 22

Nosferican/Econometrics.jl

Econometrics in Julia

Language: TeX - Size: 5.08 MB - Last synced at: 5 days ago - Pushed at: about 1 month ago - Stars: 74 - Forks: 20

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: 4 months ago - Stars: 74 - Forks: 11

yzoz/python-option-calculator

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

Language: Python - Size: 5.86 KB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 74 - Forks: 33

OVVO-Financial/NNS

Nonlinear Nonparametric Statistics

Language: HTML - Size: 761 MB - Last synced at: 18 days ago - Pushed at: 18 days ago - Stars: 72 - Forks: 24

FRBNY-DSGE/SMC.jl

Sequential Monte Carlo algorithm for approximation of posterior distributions.

Language: Julia - Size: 114 MB - Last synced at: 15 days ago - Pushed at: 23 days ago - Stars: 72 - Forks: 20

MasaAsami/pysynthdid

Synthetic difference in differences for Python

Language: Jupyter Notebook - Size: 8.52 MB - Last synced at: 4 months ago - Pushed at: about 1 year ago - Stars: 71 - Forks: 24

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: about 1 month ago - Pushed at: about 2 months ago - Stars: 69 - Forks: 4

evan-magnusson/rdd

Python tools for regression discontinuity designs

Language: Python - Size: 619 KB - Last synced at: 12 days ago - Pushed at: over 5 years ago - Stars: 69 - Forks: 23

rdemarqui/python-causality-handbook-ptbr Fork of matheusfacure/python-causality-handbook

Inferência Causal para os Corajosos e Verdadeiros. Uma abordagem divertida, mas rigorosa, para aprender sobre estimativa de impacto e causalidade.

Language: Jupyter Notebook - Size: 38.5 MB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 67 - Forks: 8

TatevKaren/TatevKaren-data-science-portfolio

Data Science Portfolio of Tatev Karen Aslanyan including Case Studies and Research Projects that I have completed that solve business problems or introduce new products. Case Study papers, codes, and additional resources are all included.

Language: Jupyter Notebook - Size: 90.3 MB - Last synced at: about 1 month ago - Pushed at: over 1 year ago - Stars: 63 - Forks: 11

IanHo2019/DID_Handbook

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

Language: Stata - Size: 3.23 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 61 - Forks: 25

timmens/causal-forest

Implements the Causal Forest algorithm formulated in Athey and Wager (2018).

Language: Python - Size: 2.21 MB - Last synced at: about 1 year ago - Pushed at: almost 5 years ago - Stars: 61 - Forks: 11

stevecondylios/priceR

Economics and Pricing in R

Language: R - Size: 773 KB - Last synced at: 10 days ago - Pushed at: 9 months ago - Stars: 60 - Forks: 7

andrewtavis/causeinfer

Machine learning based causal inference/uplift in Python

Language: Python - Size: 14.3 MB - Last synced at: 27 days ago - Pushed at: over 1 year ago - Stars: 59 - Forks: 11

cykbennie/fbi

Factor-Based Imputation for Missing Data

Language: R - Size: 2.32 MB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 57 - Forks: 14

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: 10 days ago - Pushed at: 12 months ago - Stars: 56 - Forks: 14

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: 7 days ago - Pushed at: 7 months ago - Stars: 52 - Forks: 24

bsvars/bsvars

Bayesian Estimation of Structural Vector Autoregressive Models

Language: R - Size: 44.8 MB - Last synced at: 25 days ago - Pushed at: 25 days ago - Stars: 49 - Forks: 10

wmutschl/macroeconometrics

Course on Macroeconometrics (graduate level)

Language: Matlab - Size: 162 MB - Last synced at: about 1 year ago - Pushed at: about 3 years ago - Stars: 49 - Forks: 42

weijie-chen/Probability_Theory

A quick introduction to all most important concepts of Probability Theory, only freshman level of mathematics needed as prerequisite.

Language: Jupyter Notebook - Size: 848 KB - Last synced at: about 1 month ago - Pushed at: over 3 years ago - Stars: 47 - Forks: 25

matteocourthoud/Machine-Learning-for-Economic-Analysis

Material for the exercise sessions of master course Machine Learning for Economic Analysis @UZH

Language: Jupyter Notebook - Size: 89.7 MB - Last synced at: about 2 years ago - Pushed at: about 3 years ago - Stars: 44 - Forks: 23

gjoncas/Computational-Economics

Algorithmic game theory, recursive macroeconomics, machine learning for econometrics

Language: TeX - Size: 13.3 MB - Last synced at: about 2 years ago - Pushed at: almost 7 years ago - Stars: 41 - Forks: 14

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: about 1 month ago - Pushed at: about 4 years ago - Stars: 40 - Forks: 9

m-dadej/MarSwitching.jl

MarSwitching.jl: Julia package for Markov switching dynamic models :chart_with_upwards_trend:

Language: Julia - Size: 1.63 MB - Last synced at: 8 days ago - Pushed at: 9 months ago - Stars: 39 - Forks: 3

JuliaDiffinDiffs/DiffinDiffs.jl

A suite of Julia packages for difference-in-differences

Language: Julia - Size: 1.53 MB - Last synced at: 28 days ago - Pushed at: about 1 year ago - Stars: 39 - Forks: 2

evanjflack/bacondecomp

Bacon-Goodman decomposition for differences-in-differences with variation in treatment timing.

Language: Jupyter Notebook - Size: 2.06 MB - Last synced at: almost 2 years ago - Pushed at: over 3 years ago - Stars: 39 - Forks: 15

pachadotdev/gravity Fork of jpburgard/gravity

R package that provides estimation methods for Gravity Models

Language: R - Size: 26.5 MB - Last synced at: 8 days ago - Pushed at: 6 months ago - Stars: 36 - Forks: 13

jeremylhour/pensynth

A Penalized Synthetic Control Estimator for Disaggregated Data (JASA, 2021)

Language: MATLAB - Size: 151 KB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 35 - Forks: 14

milioe/Econometrics

Repositorio de la clase de Econometría I · Facultad de Economía · UNAM · Semestre 2025-1

Size: 140 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 35 - Forks: 3

TatevKaren/econometric-algorithms

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.

Language: Stata - Size: 977 KB - Last synced at: about 1 month ago - Pushed at: about 4 years ago - Stars: 35 - Forks: 13

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: 14 days ago - Pushed at: 6 months ago - Stars: 34 - Forks: 7