Spatial econometric regression in Python

Official mirror of the actively maintained repo on sourceforge

Statsmodels: statistical modeling and econometrics in Python

Bayesian Estimation of Structural Vector Autoregressive Models

tldr; If you have a 2-4GB dataset and you need to estimate a (generalized) linear model with a large number of fixed effects, this package is for you.

Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.

Lightning ⚡️ 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 …

Notebooks for Applied Causal Inference Powered by ML and AI

Econometrics lecture notes with examples using the Julia language

MarSwitching.jl: Julia package for Markov switching dynamic models 📈

This GitHub repo is full of ressources for data science and applied finance. It's packed with tools and insights on portfolio management, numerical finance methods, econometrics, and forecasting. Perfect for anyone keen to sharpen their finance skills with data science.

Useful graphs for financial projects

In questa repository è riportato il codice utilizzato per la scrittura della tesi di laurea triennale, disponibile in allegato. In aggiunta, sono stati anche riportati i dati utilizzati e i risultati prodotti.

Python Choice Modelling on Tensor (PyCMTensor). A tensor-based discrete choice modelling Python package with deep learning capabilities.

Causal inference from a theoretical perspective combined with applications and code in Stata and R.

By using dynamic panel models, I provide a macro-level understanding of the relationships between a country in conflict, not in conflict, and whether this affects the economic performance in the short and long-term.

Exploring the trade deficit between the US and Canada using machine learning, with deployment as a FaaS on AWS and Docker.

Time Series And Econometric Modeling In R

A Python package containing 111 data sets of Introductory Econometrics: A Modern Approach (7th ed, J.M. Wooldridge)