py-econometrics / gmmLinks
Generalized Method of Moments estimation
☆13Updated 9 months ago
Alternatives and similar repositories for gmm
Users that are interested in gmm are comparing it to the libraries listed below
Sorting:
- Granular instrumental variables, using Gabaix and Koijen paper (2020)☆20Updated 3 years ago
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆51Updated 5 months ago
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆38Updated 3 years ago
- Econometrics on the GPU (and CPU) via JAX☆17Updated 5 months ago
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆25Updated 6 months ago
- A database on VC-backed startups from Ewens and Malenko (2025)☆13Updated 10 months ago
- Quantile Local Projections☆12Updated 3 years ago
- tests for cohort-level heterogeneity in panel regression☆11Updated 9 months ago
- This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due…☆38Updated last year
- Resources for a PhD class module focused on anomalies.☆19Updated last year
- Python code for Robust Identification of Investor Beliefs☆14Updated 4 years ago
- Vector Autoregression augmented with deep learning.☆17Updated last year
- ☆19Updated 6 years ago
- A collection of tools for working with DSGE models in python, inspired by the R package gEcon☆35Updated 3 months ago
- A curated list of Vector Autoregression resources☆61Updated 2 years ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆29Updated 2 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
- Codes for for Bayesian Local Projections & Bayesian Direct Forecasts☆14Updated 2 years ago
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆35Updated last year
- midasml package is dedicated to run predictive high-dimensional mixed data sampling models☆44Updated 2 years ago
- ☆16Updated 4 years ago
- Graduate Econometrics course notes with code in Julia☆25Updated 3 years ago
- Source code for Bazdresch, Kahn, Whited "Estimating and Testing Dynamic Corporate Finance Models"☆23Updated 8 years ago
- Materials for the mini-course on deep learning and macro-finance.☆22Updated last year
- State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…☆16Updated 3 years ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆20Updated last year
- ☆10Updated 5 years ago
- Bayesian methods for time series analysis with code in Julia☆16Updated 2 years ago
- Big Data Applications in Finance module (MSc level)☆16Updated 4 years ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆53Updated last year