Jupyter notebooks on time series econometrics topics.
☆302Jun 30, 2023Updated 3 years ago
Alternatives and similar repositories for tsa-notebooks
Users that are interested in tsa-notebooks are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Bayesian Estimation and Forecasting of Time Series in statsmodels, for Scipy 2022 conference☆26Jul 11, 2022Updated 4 years ago
- State Space Estimation of Time Series Models in Python: Statsmodels☆44Jan 28, 2017Updated 9 years ago
- Python Nowcasting☆136Jul 25, 2026Updated 2 months ago
- Statsmodels: statistical modeling and econometrics in Python☆13Sep 14, 2026Updated last month
- ☆32Feb 22, 2017Updated 9 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Calibrate, estimate and analyze linearized DSGE models.☆36May 10, 2025Updated last year
- Code and notebooks for Econometric Theory☆122Sep 19, 2016Updated 10 years ago
- Nowcasting☆236Sep 26, 2019Updated 7 years ago
- Introduction to Python programming summer course for QLAB☆15Jul 13, 2026Updated 3 months ago
- ☆72Jul 13, 2026Updated 3 months ago
- Ambrogio Cesa-Bianchi's VAR Toolbox☆196Aug 18, 2026Updated last month
- Economic modelling in python☆111Nov 7, 2024Updated last year
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆24Sep 25, 2019Updated 7 years ago
- ☆13Jun 9, 2023Updated 3 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Advanced Financial Econometrics - Trinity Term 2020☆29Mar 4, 2021Updated 5 years ago
- Computational Economics with Python☆44Apr 26, 2018Updated 8 years ago
- Bayesian Macroeconometrics in R☆93Jul 18, 2022Updated 4 years ago
- Additional linear models including instrumental variable and panel data models that are missing from statsmodels.☆1,076Updated this week
- IPython Notebooks that present basic ideas for computational economics☆30Dec 7, 2024Updated last year
- Markov Switching Models for Statsmodels☆24Jun 21, 2016Updated 10 years ago
- Jupyter notebooks illustrating solutions to computational macroeconomic problems☆16Jul 15, 2021Updated 5 years ago
- User-written MATLAB code/solutions for the chapter exercises in Microeconometrics and MATLAB: An Introduction by Adams, Clarke and Quinn …☆15Mar 19, 2018Updated 8 years ago
- ☆41Jan 22, 2019Updated 7 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Notes and Julia code for computational economics reading group☆17Jun 12, 2023Updated 3 years ago
- Code for solving HANK models in continuous time in Python using numba and UMFPACK☆13Feb 19, 2020Updated 6 years ago
- Code for "Probabilistic forecasting of cross-sectional returns: A Bayesian dynamic factor model with heteroskedasticity"☆13Jul 6, 2024Updated 2 years ago
- Library for solving, simulating, and estimating the Solow (1956) model of economic growth.☆36Feb 20, 2017Updated 9 years ago
- Code to reproduce aspects of "The Consumption Response to Trade Shocks: Evidence from the US-China Trade War"☆28Dec 27, 2019Updated 6 years ago
- Presented at Scipy Conference 2019☆129Mar 22, 2020Updated 6 years ago
- A PhD course in Applied Econometrics and Panel Data☆347Sep 24, 2026Updated 3 weeks ago
- A system for Bayesian estimation of state space models using PyMC☆36Jul 14, 2025Updated last year
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆64Nov 5, 2023Updated 2 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Python Programming Code for Dynamic Stochastic General Equilibrium Modeling☆44Jul 15, 2021Updated 5 years ago
- Composite Indicators Framework for Business Cycle Analysis☆66Jun 18, 2022Updated 4 years ago
- This is a repository of scripts developed as part of the 2020 ENCMP100 Section B3 lecture taught at University of Alberta.☆10Apr 2, 2020Updated 6 years ago
- Econometrics and data manipulation functions.☆115Aug 13, 2021Updated 5 years ago
- Course on Macroeconometrics (graduate level)☆65Apr 8, 2022Updated 4 years ago
- ☆18May 7, 2020Updated 6 years ago
- Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage…☆1,279Jan 20, 2023Updated 3 years ago