dazhwu / pydynpd
This python package estimates dynamic panel data model using difference GMM and system GMM.
☆19Updated 8 months ago
Related projects ⓘ
Alternatives and complementary repositories for pydynpd
- difference-in-differences in Python☆93Updated 10 months ago
- CSDID☆23Updated last week
- Causal Inference Crash Course for Scientists - contains slides and Jupyter notebooks☆79Updated last month
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆40Updated last year
- A collection of tools for working with DSGE models in python, inspired by the R package gEcon☆24Updated this week
- A Python 3.7 package for the econometric analysis of networks☆21Updated last month
- A curated list of Vector Autoregression resources☆53Updated last year
- Material for the exercise sessions of master course Machine Learning for Economic Analysis @UZH☆78Updated 2 years ago
- Synthetic difference in differences for Python☆66Updated 7 months ago
- Vector Autoregression augmented with deep learning.☆14Updated 10 months ago
- LSTM neural networks for nowcasting economic data.☆59Updated 6 months ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆101Updated 6 months ago
- Porting an OpenBUGS/MATLAB-based Bayesian statistics course to Python/PyMC.☆21Updated this week
- This material has been created based on the tutorials of the course 14.388 Inference on Causal and Structural Parameters Using ML and AI …☆16Updated last year
- Calibrate, estimate and analyze linearized DSGE models.☆30Updated 2 months ago
- ECON457 2018 Applied Computational Economics and Finance☆25Updated 7 years ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆26Updated last year
- Jupyter notebooks authored by Richard Evans☆46Updated 4 years ago
- Explainable Boosted Scoring☆11Updated 2 months ago
- This tutorial will introduce key concepts in machine learning-based causal inference. This tutorial is used by professor Susan Athey in t…☆12Updated last year
- Python implementation of the original R sensemakr package: https://github.com/carloscinelli/sensemakr☆46Updated 9 months ago
- Fast High-Dimensional Fixed Effects Regression in Python following fixest-syntax☆176Updated this week
- ☆18Updated 5 years ago
- Python module for solving linear dynamic models using Klein's (2000) method and creating custom simulations.☆14Updated 2 weeks ago
- Graduate Econometrics course notes with code in Julia☆22Updated 2 years ago
- Code for the paper "CAREER: Transfer Learning for Economic Prediction of Labor Sequence Data"☆32Updated 5 months ago
- Macro with Python☆52Updated 3 years ago
- A Package To Make Publication Quality Latex Tables From Python Regression Output☆43Updated 6 months ago
- Bayesian Estimation and Forecasting of Time Series in statsmodels, for Scipy 2022 conference☆21Updated 2 years ago
- Lexicon-based Sentiment Analysis for Economic and Financial Applications in R☆23Updated 8 months ago