14 Repositories
Python econometrics Libraries
Lightning ⚡️ fast forecasting with statistical and econometric models.
Nixtla Statistical ⚡️ Forecast Lightning fast forecasting with statistical and econometric models StatsForecast offers a collection of widely used uni
2.1k Dec 29, 2022
Lightweight mmm - Lightweight (Bayesian) Media Mix Model
Lightweight (Bayesian) Media Mix Model This is not an official Google product. L
342 Jan 3, 2023
Spin-off Notice: the modules and functions used by our research notebooks have been refactored into another repository
Fecon235 - 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
825 Dec 27, 2022
A Python package for causal inference using Synthetic Controls
Synthetic Control Methods A Python package for causal inference using synthetic controls This Python package implements a class of approaches to estim
107 Dec 28, 2022
A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.
pmdarima Pmdarima (originally pyramid-arima, for the anagram of 'py' + 'arima') is a statistical library designed to fill the void in Python's time se
1.3k Dec 22, 2022
A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.
pmdarima Pmdarima (originally pyramid-arima, for the anagram of 'py' + 'arima') is a statistical library designed to fill the void in Python's time se
1.3k Jan 6, 2023
Scalable implementation of Lee / Mykland (2012) and Ait-Sahalia / Jacod (2012) Jump tests for noisy high frequency data
JumpDetectR Name of QuantLet : JumpDetectR Published in : 'To be published as "Jump dynamics in high frequency crypto markets"' Description : 'Scala
12 Jan 1, 2023
Statsmodels: statistical modeling and econometrics in Python
About statsmodels statsmodels is a Python package that provides a complement to scipy for statistical computations including descriptive statistics an
8.1k Dec 30, 2022
Software for Advanced Spatial Econometrics
GeoDaSpace Software for Advanced Spatial Econometrics GeoDaSpace current version 1.0 (32-bit) Development environment: Mac OSX 10.5.x (32-bit) wxPytho
38 Jan 3, 2023
A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.
pmdarima Pmdarima (originally pyramid-arima, for the anagram of 'py' + 'arima') is a statistical library designed to fill the void in Python's time se
1.3k Dec 22, 2022
ARCH models in Python
arch Autoregressive Conditional Heteroskedasticity (ARCH) and other tools for financial econometrics, written in Python (with Cython and/or Numba used
1k Jan 4, 2023
50% faster, 50% less RAM Machine Learning. Numba rewritten Sklearn. SVD, NNMF, PCA, LinearReg, RidgeReg, Randomized, Truncated SVD/PCA, CSR Matrices all 50+% faster
[Due to the time taken @ uni, work + hell breaking loose in my life, since things have calmed down a bit, will continue commiting!!!] [By the way, I'm
1.4k Jan 1, 2023
Statsmodels: statistical modeling and econometrics in Python
About statsmodels statsmodels is a Python package that provides a complement to scipy for statistical computations including descriptive statistics an
8.1k Jan 2, 2023
Statsmodels: statistical modeling and econometrics in Python
About statsmodels statsmodels is a Python package that provides a complement to scipy for statistical computations including descriptive statistics an
8k Dec 29, 2022