Alternatives and similar repositories for panelsplit

Users that are interested in panelsplit are comparing it to the libraries listed below

• dhopp1 / nowcast_lstm
  LSTM neural networks for nowcasting economic data.
  ☆70Updated last year
• ChadFulton / scipy2022-bayesian-time-series
  Bayesian Estimation and Forecasting of Time Series in statsmodels, for Scipy 2022 conference
  ☆25Updated 3 years ago
• joergrieger / pybvar
  Bayesian Vector Autoregression in Python
  ☆28Updated 6 years ago
• monty-se / PINstimation
  A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…
  ☆39Updated last year
• OVVO-Financial / NNS
  Nonlinear Nonparametric Statistics
  ☆95Updated this week
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated last year
• rakshitha123 / WeeklyForecasting
  This repository contains the experiments related with a new baseline model that can be used in forecasting weekly time series. This model…
  ☆48Updated 3 years ago
• quantgirluk / fanchart
  📦 Python library to create Fan Charts as introduced by the Bank of England in 1996
  ☆18Updated last year
• dhopp1 / nowcasting_benchmark
  Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.
  ☆60Updated 2 years ago
• Farmhouse121 / Adventures-in-Financial-Data-Science
  Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…
  ☆64Updated 7 months ago
• xqnwang / conformalForecast
  Methods and tools for multistep-ahead time series conformal prediction.
  ☆42Updated last month
• jessegrabowski / statespace-presentation
  Presentation materials for PyMC Statespace
  ☆25Updated last year
• Farmhouse121 / Wilmott-Articles
  This contains notebooks and scripts used to support my writing in WILMOTT Magazine.
  ☆17Updated last year
• MajesticKhan / Nowcasting-Python
  Python Nowcasting
  ☆132Updated 4 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆65Updated 3 years ago
• microprediction / m6
  M6-Forecasting competition
  ☆43Updated last year
• GiulioRossetti94 / PyBondLab
  ☆30Updated 4 months ago
• dazhwu / pydynpd
  This python package estimates dynamic panel data model using difference GMM and system GMM.
  ☆31Updated 10 months ago
• bank-of-england / InterpretableMLWorkflow
  ☆17Updated last year
• kokoff / deep-forecast
  Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject
  ☆13Updated 7 years ago
• maximenc / pycop
  Python library for multivariate dependence modeling with Copulas
  ☆115Updated last year
• bashtage / AFE2020
  Advanced Financial Econometrics - Trinity Term 2020
  ☆31Updated 4 years ago
• Reckziegel / epo
  Enhanced Portfolio Optimization (EPO)
  ☆14Updated last year
• RiskLabAI / Notebooks.py
  ☆24Updated last week
• zeyuz35 / Evaluation-of-Machine-Learning-in-Asset-Pricing
  ☆28Updated 4 years ago
• microprediction / m6entry
  ☆20Updated 2 years ago
• jessegrabowski / gEconpy
  A collection of tools for working with DSGE models in python, inspired by the R package gEcon
  ☆35Updated 2 months ago
• hsbc / tslumen
  A library for Time Series EDA (exploratory data analysis)
  ☆72Updated last year
• lixixibj / DeepVARwT-data-code
  ☆20Updated last month
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆116Updated 3 years ago