econometrics topic

List econometrics repositories

causeinfer

55
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Machine learning based causal inference/uplift in Python

mostly-harmless-replication

570
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310
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Replication of tables and figures from "Mostly Harmless Econometrics" in Stata, R, Python and Julia.

Financial-Models-Numerical-Methods

5.3k
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960
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Collection of notebooks about quantitative finance, with interactive python code.

statsmodels

9.6k
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2.8k
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Statsmodels: statistical modeling and econometrics in Python

hyperlearn

1.6k
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120
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2-2000x faster ML algos, 50% less memory usage, works on all hardware - new and old.

fecon235

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326
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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

257
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52
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An open source library for Fuzzy Time Series in Python

EconometricsWithR

453
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265
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📖An interactive companion to the well-received textbook 'Introduction to Econometrics' by Stock & Watson (2015)

ScPoEconometrics

132
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67
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Undergraduate textbook for Econometrics with R