Kevin Sheppard

Results 9 repositories owned by Kevin Sheppard

arch

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ARCH models in Python

linearmodels

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Additional linear models including instrumental variable and panel data models that are missing from statsmodels.

randomgen

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Numpy-compatible bit generators and add some random variate distributions missing from NumPy.

AFE2020

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Advanced Financial Econometrics - Trinity Term 2020

mfe-toolbox

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ng-numpy-randomstate

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Numpy-compatible random number generator that supports multiple core psuedo RNGs and explicitly parallel generation.

Code from "Introduction to Python for Econometrics, Statistics and Data Analysis" by Kevin Sheppard

python-introduction

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A set of notebooks the provide an introduction to Python.

sphinx-material

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A material-based, responsive theme inspired by mkdocs-material