nhennetier / pyeconometrics
Python package for panel data econometrics
☆14Updated 6 years ago
Alternatives and similar repositories for pyeconometrics:
Users that are interested in pyeconometrics are comparing it to the libraries listed below
- ☆16Updated 11 years ago
- Library for solving, simulating, and estimating the Solow (1956) model of economic growth.☆38Updated 8 years ago
- State Space Estimation of Time Series Models in Python: Statsmodels☆43Updated 8 years ago
- Bayesian Vector Autoregression in Python☆26Updated 5 years ago
- ECON457 2018 Applied Computational Economics and Finance☆27Updated 7 years ago
- Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.☆21Updated 11 years ago
- Three Pass Regression Filter for R☆15Updated 9 years ago
- Demonstrations of how to use material in the Econ-ARK☆34Updated 4 months ago
- Advanced Financial Econometrics - Trinity Term 2020☆28Updated 4 years ago
- A collection of tools for working with DSGE models in python, inspired by the R package gEcon☆28Updated this week
- Graduate level course on numerical methods for economists☆37Updated 8 years ago
- Reinhart Rogoff replication files: Python stats with IPython notebook☆28Updated last year
- Jupyter notebooks contributed by QuantEcon developers, users and the community☆123Updated last year
- Save and load entire workspaces containins pandas objects and numpy arrays☆15Updated 6 years ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Updated 6 years ago
- Python module for solving linear dynamic models using Klein's (2000) method and creating custom simulations.☆15Updated last month
- Python version of Mixed Data Sampling (MIDAS) regression☆31Updated 5 months ago
- Simple wrapper for machine learning models in the context of lead-lag projection modelling.☆24Updated 6 years ago
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆32Updated 7 months ago
- R package for Feature-based Forecast Model Averaging☆33Updated 4 years ago
- Markov Switching Models for Statsmodels☆22Updated 8 years ago
- ☆61Updated 5 months ago
- Python Code for Meucci Related Blog Posts☆16Updated 8 years ago
- ☆13Updated 5 years ago
- Code and notebooks for Econometric Theory☆111Updated 8 years ago
- Statistical inference on machine learning or general non-parametric models☆44Updated 9 months ago
- Macro with Python☆54Updated 3 years ago
- Econometrics and data manipulation functions.☆113Updated 3 years ago
- Python package for downloading data from the Bureau of Economic Analysis (BEA) data API.☆70Updated 3 years ago
- ECON2125/8013 course files☆18Updated 9 years ago