Alternatives and similar repositories for tsa-notebooks:

Users that are interested in tsa-notebooks are comparing it to the libraries listed below

• FRBNY-TimeSeriesAnalysis / Nowcasting
  Nowcasting
  ☆210Updated 5 years ago
• thalesians / tsa
  The Thalesians' Time Series Analysis (TSA) library
  ☆128Updated 4 years ago
• qrmtutorial / qrm
  qrm
  ☆229Updated last year
• MajesticKhan / Nowcasting-Python
  Python Nowcasting
  ☆119Updated 3 years ago
• bashtage / mfe-toolbox
  ☆102Updated 3 years ago
• robjhyndman / tsfeatures
  Time series features
  ☆254Updated 5 months ago
• joergrieger / pybvar
  Bayesian Vector Autoregression in Python
  ☆26Updated 5 years ago
• djbolder / credit-risk-modelling
  Credit-Risk Modelling Libraries
  ☆114Updated 6 years ago
• jstac / econometrics
  Code and notebooks for Econometric Theory
  ☆112Updated 8 years ago
• QuantEcon / lecture-python.notebooks
  Notebooks for https://python.quantecon.org
  ☆237Updated last week
• ChadFulton / fulton_statsmodels_2017
  State Space Estimation of Time Series Models in Python: Statsmodels
  ☆43Updated 7 years ago
• bashtage / linearmodels
  Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
  ☆958Updated last week
• shokru / mlfactor.github.io
  Website dedicated to a book on machine learning for factor investing
  ☆213Updated last year
• bkelly-lab / ReplicationCrisis
  Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)
  ☆270Updated 2 months ago
• etcrago / Tutorial-Arima-w-jeffrey-yau
  ☆100Updated 6 years ago
• jstac / quantecon_nyu_2016
  Quantitative Economics
  ☆133Updated 8 years ago
• Jianeng / Deep-Learning-in-Asset-Pricing
  https://arxiv.org/abs/1805.01104
  ☆110Updated 4 years ago
• sapphire921 / midas_pro
  Python version of Mixed Data Sampling (MIDAS) regression (allow for multivariate MIDAS)
  ☆60Updated 3 years ago
• omartinsky / QuantAndFinancial
  This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com
  ☆126Updated 3 years ago
• IMFGAR / GaR
  ☆61Updated 4 months ago
• tinoproductions / DirtyQuant
  Code that I show on my YouTube Channel
  ☆93Updated last year
• bkelly-lab / ipca
  Instrumented Principal Components Analysis
  ☆211Updated 2 years ago
• differential-machine-learning / notebooks
  Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…
  ☆138Updated 2 years ago
• PacktPublishing / Python-for-Finance-Second-Edition
  Python for Finance – Second Edition, published by Packt
  ☆264Updated 4 years ago
• QuantEcon / quantecon-notebooks-python
  A Repository of Notebooks for the Python Lecture Site
  ☆268Updated 4 years ago
• dhopp1 / nowcasting_benchmark
  Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.
  ☆41Updated last year
• maximenc / pycop
  Python library for multivariate dependence modeling with Copulas
  ☆105Updated 7 months ago
• davidrpugh / pyeconomics
  Computational economics in Python
  ☆212Updated 11 years ago
• blent-ai / pycopula
  Python copulas library for dependency modeling
  ☆101Updated 4 years ago
• nmecsys / nowcasting
  R package for Dynamic Factor Models with mixed frequencies and unbalanced panel
  ☆100Updated 2 years ago