econometrics

There are 139 repositories under econometrics topic.

statsmodels / statsmodels
Statsmodels: statistical modeling and econometrics in Python
python statistics econometrics data-analysis generalized-linear-models timeseries-analysis regression-models count-model data-science forecasting hypothesis-testing prediction robust-estimation
Language:Python 9593
cantaro86 / Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
quantitative-finance jupyter-notebooks kalman-filter option-pricing financial-engineering financial-mathematics partial-differential-equations fourier-inversion stochastic-processes stochastic-differential-equations levy-processes heston-model brownian-motion american-options monte-carlo-methods python linear-regression linear-systems-equations jump-diffusion-mertons-model econometrics
Language:Jupyter Notebook 5278
Nixtla / statsforecast
Lightning ⚡️ fast forecasting with statistical and econometric models.
time-series statistics forecasting arima econometrics machine-learning python exponential-smoothing ets baselines predictions naive seasonal-naive fbprophet prophet neuralprophet mstl theta automl data-science
Language:Python 3593
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.
machine-learning economics causal-inference causality econometrics treatment-effects
Language:Jupyter Notebook 3575
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.
causal-inference python causality data-science econometrics impact-estimation harmless-econometrics
Language:Jupyter Notebook 2478
unslothai / hyperlearn
2-2000x faster ML algos, 50% less memory usage, works on all hardware - new and old.
machine-learning python statistics scikit-learn statsmodels pytorch deep-learning data-science data-analysis regression-models econometrics tensor neural-network gpu research optimization
Language:Jupyter Notebook 1618
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.
arima time-series forecasting forecasting-models python econometrics pmdarima machine-learning sarimax
Language:Python 1528
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
jupyter-notebook pandas federal-reserve gdp inflation housing equities bonds fx gold time-series econometrics statistics asset-pricing finance interest-rates economics employment python fecon236
Language:Jupyter Notebook 1089
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.
marketing-mix-modeling marketing-mix-modelling mmm marketing-science econometrics adstocking cost-response-curve budget-allocation hyperparameter-optimization evolutionary-algorithm ridge-regression gradient-based-optimisation
Language:Jupyter Notebook 1045
grf
grf-labs / grf
Generalized Random Forests
causal-inference random-forest econometrics machine-learning statistics causal-forest
Language:C++ 934
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.
bayesian econometrics marketing-science mmm data-science
Language:Python 798
coding-for-economists
aeturrell / coding-for-economists
This repository hosts the code behind the online book, Coding for Economists.
learning economics econometrics research economics-models jupyter-notebook python vscode book data-science
Language:Jupyter Notebook 666
SebKrantz / collapse
Advanced and Fast Data Transformation in R
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
Language:C 601
vikjam / mostly-harmless-replication
Replication of tables and figures from "Mostly Harmless Econometrics" in Stata, R, Python and Julia.
economics econometrics stata julia r python replication
Language:Stata 570
Nixtla / hierarchicalforecast
Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.
econometrics forecasting forecasting-models statistics time-series coherent hierarchical hierarchical-forecast bottomup erm mint topdown reconciliation middleout permbu python time-series-forecasting timeseries probabilistic-models baselines
Language:Python 525
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
causal-inference econometrics policy-evaluation socialscience
Language:Jupyter Notebook 471
mca91 / EconometricsWithR
📖An interactive companion to the well-received textbook 'Introduction to Econometrics' by Stock & Watson (2015)
introduction-to-r econometrics applied-economics linear-models bookdown r-programming datacamp-exercises d3-visualization r-markdown knitr r textbook companion-book
Language:R 453
DoubleML / doubleml-for-py
DoubleML - Double Machine Learning in Python
machine-learning python scikit-learn causal-inference statistics econometrics data-science double-machine-learning
Language:Python 427
CausalInferenceLab / Causal-Inference-with-Python
Causal Inference for The Brave and True 책의 한국어 번역 자료입니다.
causal-inference experimental-design python data-science econometrics causality
Language:Jupyter Notebook 377
causallift
Minyus / causallift
CausalLift: Python package for causality-based Uplift Modeling in real-world business
uplift-modeling uplift causal-inference causality counterfactual propensity-score propensity-scores econometrics causal-impact
Language:Python 333
mcreel / Econometrics
Econometrics lecture notes with examples using the Julia language
econometrics
Language:Julia 327
LAMPSPUC / StateSpaceModels.jl
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
state-space-models time-series kalman-filter julia-language statistics forecasting econometrics sarima time-series-analysis unobserved-components exponential-smoothing
Language:Julia 265
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.
python econometrics statistics economics data-science time-series data-analysis
Language:Jupyter Notebook 263
pyFTS
PYFTS / pyFTS
An open source library for Fuzzy Time Series in Python
fuzzy-sets fts time-series forecasting forecasting-models fuzzy-time-series probabilistic-forecasting data-science interval time-series-analysis time-series-forecasting econometrics series series-models fuzzy-rules fuzzy-sets-syst python fuzzy-systems
Language:Python 256
data-science-toolkit
pmaji / data-science-toolkit
Collection of stats, modeling, and data science tools in Python and R.
r python machine-learning statistics data-science data-visualization tidyverse modeling reinforcement-learning hypothesis-testing classification regression kolmogorov-smirnov logistic-regression ggplot2 distributional-analysis econometrics statistical-analysis data-mining natural-language-processing
Language:HTML 210
JustinMShea / wooldridge
The official R data package for "Introductory Econometrics: A Modern Approach". A vignette contains example models from each chapter.
r econometrics cran r-package
Language:R 191
mfarragher / appelpy
Applied Econometrics Library for Python
econometrics regression regression-models economics modeling statistical-models statistics python3
Language:Python 168
OscarEngelbrektson / SyntheticControlMethods
A Python package for causal inference using Synthetic Controls
econometrics program-evaluation causal-inference counterfactual python package synthetic-control policy-evaluation causal-models causality causality-analysis
Language:Python 158
zhentaoshi / econ5170
Econ5170@CUHK: Computational Methods in Economics (2020 Spring).
economics econometrics r computation
Language:Jupyter Notebook 143
omercadopopular / cgoes
Research by Carlos Góes
stata eviews r python economics econometrics
Language:Jupyter Notebook 139
ScPoEcon / ScPoEconometrics
Undergraduate textbook for Econometrics with R
econometrics tutorial teaching political-science r sociology textbook teachers
Language:HTML 131
MathSci / fecon236
Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.
python fecon235 pandas time-series econometrics statistics economics finance interest-rates bonds equities fx gold inflation housing asset-pricing
Language:Python 121
vkoul / Econ-Data-Science
Articles/ Journals and Videos related to Economics:chart_with_upwards_trend: and Data Science :bar_chart:
economics data-science machine-learning social-sciences economist econometrics casual-inference
Language:HTML 119
yzoz / python-option-calculator
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
black-scholes options-trading options market market-data option-pricing derivatives financial trading econometrics european-options options-strategies stock-options derivatives-pricing greeks implied-volatility quantitative-analysis trading-strategies
Language:Python 117
DoubleML / doubleml-for-r
DoubleML - Double Machine Learning in R
machine-learning r mlr3 causal-inference statistics econometrics data-science double-machine-learning
Language:R 116
dmsul / econtools
Econometrics and data manipulation functions.
econometrics stata regression python statistics scipy
Language:Python 106

econometrics

statsmodels / statsmodels

cantaro86 / Financial-Models-Numerical-Methods

Nixtla / statsforecast

py-why / EconML

matheusfacure / python-causality-handbook

unslothai / hyperlearn

alkaline-ml / pmdarima

rsvp / fecon235

facebookexperimental / Robyn

grf-labs / grf

google / lightweight_mmm

aeturrell / coding-for-economists

SebKrantz / collapse

vikjam / mostly-harmless-replication

Nixtla / hierarchicalforecast

xieliaing / CausalInferenceIntro

mca91 / EconometricsWithR

DoubleML / doubleml-for-py

CausalInferenceLab / Causal-Inference-with-Python

Minyus / causallift

mcreel / Econometrics

LAMPSPUC / StateSpaceModels.jl

weijie-chen / Econometrics-With-Python

PYFTS / pyFTS

pmaji / data-science-toolkit

JustinMShea / wooldridge

mfarragher / appelpy

OscarEngelbrektson / SyntheticControlMethods

zhentaoshi / econ5170

omercadopopular / cgoes

ScPoEcon / ScPoEconometrics

MathSci / fecon236

vkoul / Econ-Data-Science

yzoz / python-option-calculator

DoubleML / doubleml-for-r

dmsul / econtools