#Econometrics
Showing 47 of 47 repositories tagged #econometrics, ranked by stars
Statsmodels: statistical modeling and econometrics in Python
Collection of notebooks about quantitative finance, with interactive python code.
Lightning โก๏ธ fast forecasting with statistical and econometric models.
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.
Causal Inference for the Brave and True. A light-hearted yet rigorous approach to learning about impact estimation and causality.
2-2000x faster ML algos, 50% less memory usage, works on all hardware - new and old.
A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.
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
LightweightMMM ๐ฆ is a lightweight Bayesian Marketing Mix Modeling (MMM) library that allows users to easily train MMMs and obtain channel attribution information.
This repository hosts the code behind the online book, Coding for Economists.
DoubleML - Double Machine Learning in Python
Probabilistic Hierarchical forecasting ๐ with statistical and econometric methods.
Journal-specific Claude Code/Codex skill packs covering mainstream journals โ AER, QJE, Nature, Cell, ็ฎก็ไธ็, ็ปๆต็ ็ฉถ & 200+ more โ your fast track to getting published. ๏ฝ ่ฆ็ไธปๆตๆๅ็ Claude Code/Codex ๆๅๆ่ฝๅ ๏ผไป้้ขใ่ฏๅซ็ญ็ฅๅฐ่กจๆ ผ่ง่ไธๅฎก็จฟๅๅคๅ จๆต็จ๏ผๅฉไฝ ๅฟซ้ๅ่ฎบๆใ
Advanced and Fast Data Transformation in R
Visualise your CSV files in seconds without sending your data anywhere
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.
Causal Inference for The Brave and True ์ฑ ์ ํ๊ตญ์ด ๋ฒ์ญ ์๋ฃ์ ๋๋ค.
A curated list of AI tools, libraries, and resources for economics research, teaching, and policy analysis. Maintained by the OpenEcon team.
An open source library for Fuzzy Time Series in Python
Difference-in-Differences causal inference in Python. Callaway-Sant'Anna, Synthetic DiD, Honest DiD, event studies. sklearn-like API, validated against R.
StatsPAI is the first Agent-native Python library for causal inference and applied econometrics โ unified API, broad cross-method coverage, structured result objects, machine-readable schemas, Skills, an MCP server, and R/Stata parity validation.
Collection of stats, modeling, and data science tools in Python and R.
Integrate Stata into your agent.
DoubleML - Double Machine Learning in R
Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
Nonlinear Nonparametric Statistics
Time series implementation for the Julia language focused on efficiency and flexibility
Material for the exercise sessions of master course Machine Learning for Economic Analysis @UZH
Forecasting in Julia
Causal Inference handbook๏ฝๅญฆไน ๅ ๆๆจๆญ็่ฝปๆพๆๅ
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.
A lightweight Model Context Protocol (MCP) server for Stata. Execute commands, inspect data, retrieve stored results (r()/e()), and view graphs in your chat interface. Built for economists who want to integrate LLM assistance into their Stata workflow.
Python tools for regression discontinuity designs
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.
A Python Package providing two algorithms, DAME and FLAME, for fast and interpretable treatment-control matches of categorical data
Economics and Pricing in R
Machine learning based causal inference/uplift in Python
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.
Stata CLI for Agent; Stata CLI Is All Reg Monkeys Need
MarSwitching.jl: Julia package for Markov switching dynamic models :chart_with_upwards_trend:
Scraper for Trading Economics
This repository displays my work in finance and economics datascience for future employers and collaborators.
Agent-native Stata bridge for empirical research โ run DiD/IV/RDD and publication-ready tables from Claude Code, Jupyter, or VS Code on one token-economy result schema, with StatsPAI cross-validation. | ้ขๅๅฎ่ฏ็ ็ฉถ็ๆบ่ฝไฝ Stata ๆกฅๆฅๅจโโๅจ Claude CodeใJupyterใVS Code ไธญ็จไธๅฅ็ token ็็ปๆๆ ผๅผ่ท DiD/IV/RDD ไธๅบ็็บง่กจๆ ผ๏ผๅนถๆฏๆ StatsPAI ่ทจๆ ไบคๅ้ช่ฏใ
Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy high frequency data
Executive Programme in Algorithmic Trading by QuantInsti