econometrics topic

List econometrics repositories

causeinfer

56
Stars
11
Forks
Watchers

Machine learning based causal inference/uplift in Python

mostly-harmless-replication

573
Stars
311
Forks
Watchers

Replication of tables and figures from "Mostly Harmless Econometrics" in Stata, R, Python and Julia.

Financial-Models-Numerical-Methods

5.3k
Stars
969
Forks
Watchers

Collection of notebooks about quantitative finance, with interactive python code.

statsmodels

9.6k
Stars
2.8k
Forks
Watchers

Statsmodels: statistical modeling and econometrics in Python

hyperlearn

1.6k
Stars
121
Forks
Watchers

2-2000x faster ML algos, 50% less memory usage, works on all hardware - new and old.

fecon235

1.1k
Stars
327
Forks
Watchers

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...

pyFTS

258
Stars
53
Forks
Watchers

An open source library for Fuzzy Time Series in Python

EconometricsWithR

455
Stars
267
Forks
Watchers

📖An interactive companion to the well-received textbook 'Introduction to Econometrics' by Stock & Watson (2015)

ScPoEconometrics

133
Stars
67
Forks
Watchers

Undergraduate textbook for Econometrics with R