bank-of-england / Shapley_regressionsLinks
Statistical inference on machine learning or general non-parametric models
☆44Updated last year
Alternatives and similar repositories for Shapley_regressions
Users that are interested in Shapley_regressions are comparing it to the libraries listed below
Sorting:
- State Space Estimation of Time Series Models in Python: Statsmodels☆44Updated 8 years ago
- ☆66Updated last year
- ☆41Updated last year
- LSTM neural networks for nowcasting economic data.☆70Updated last year
- Bayesian Vector Autoregression in Python☆29Updated 6 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆32Updated 4 years ago
- Three Pass Regression Filter for R☆15Updated 10 years ago
- https://arxiv.org/abs/1805.01104☆122Updated 5 years ago
- ☆28Updated 4 years ago
- ☆21Updated 3 years ago
- Composite Indicators Framework for Business Cycle Analysis☆64Updated 3 years ago
- ECON457 2018 Applied Computational Economics and Finance☆27Updated 8 years ago
- A collection of tools for working with DSGE models in python, inspired by the R package gEcon☆35Updated 4 months ago
- Material for a Python for Finance workshop at the University of Melbourne in 2018☆16Updated 7 years ago
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆60Updated 2 years ago
- R package for Feature-based Forecast Model Averaging☆35Updated 5 years ago
- Nowcasting☆228Updated 6 years ago
- This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …☆52Updated 7 years ago
- code for turning data sets into trading strategies☆39Updated last month
- ☆41Updated 6 years ago
- Read WRDS datasets remotely (from wrds-cloud) into a Pandas dataframe.☆147Updated last month
- ☆18Updated last year
- Python library for interacting with EDGAR.☆41Updated 3 months ago
- ☆34Updated 6 months ago
- Simple wrapper for machine learning models in the context of lead-lag projection modelling.☆26Updated 7 years ago
- Python package for downloading data from the Bureau of Economic Analysis (BEA) data API.☆72Updated 4 years ago
- Replication of key GARCH model papers☆37Updated 9 years ago
- Event Study package is an open-source python project created to facilitate the computation of financial event study analysis.☆67Updated 2 years ago
- Covariance Matrix Estimation via Factor Models☆38Updated 6 years ago
- A repository to explore the concepts of applied econometrics in the context of financial time-series.☆41Updated 5 years ago