Alternatives and similar repositories for introductory-econometrics

Users that are interested in introductory-econometrics are comparing it to the libraries listed below

• JanDitzen / xtdcce2
  Estimating Dynamic Common Correlated Effects Models in Stata
  ☆29Updated 4 months ago
• NengChiehChang / Diff-in-Diff
  ☆21Updated 5 years ago
• alexanderlange53 / svars
  R Package for data driven SVAR identification of impulse response functions
  ☆48Updated 2 years ago
• bcallaway11 / ife
  Treatment Effects in Interactive Fixed Effects Model
  ☆17Updated 2 months ago
• andrewchbaker / JFE_DID
  This repo contains the code to replicate the analyses in Baker, Larcker, Wang.
  ☆49Updated 3 years ago
• FK83 / bvarsv
  Analysis of the Primiceri (REStud, 2005) model
  ☆31Updated 8 months ago
• jhatamyar / MLDID
  ☆14Updated last year
• ScPoEcon / Advanced-Metrics-slides
  Slide host for the advanced econometrics course for undergraduates
  ☆41Updated last year
• alex-hoagland / HAD5744
  Course materials for Quantitative Methods in HSR I, University of Toronto IHPME
  ☆40Updated 5 months ago
• ankargren / mfbvar
  R package for Mixed-Frequency Bayesian VARs
  ☆41Updated 4 years ago
• MCKnaus / causalDML
  Implementation of Double Machine Learning
  ☆35Updated last month
• lachlandeer / hayashir
  R Companion to the textbook "Econometrics" by Fumio Hayashi
  ☆36Updated 2 years ago
• FanWangEcon / Stata4Econ
  Reusable Stata Code from Various Projects
  ☆39Updated 5 years ago
• tomzylkin / penppml
  Penalized Poisson Pseudo Maximum Likelihood
  ☆12Updated 3 months ago
• icasas / tvReg
  R package to estimate time-varying coefficient regressions
  ☆19Updated last year
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆34Updated 7 months ago
• GediminasB / bayesVAR_TVP
  R/C++ implementation of Bayes VAR models
  ☆18Updated 5 years ago
• edrubin / EC524W20
  Masters-level applied econometrics course—focusing on prediction—at the University of Oregon (EC424/524 during Winter quarter, 2020 Taugh…
  ☆81Updated 4 years ago
• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆35Updated this week
• hisamsabouni / macroLectures
  Macroeconomics at Claremont Graduate University
  ☆43Updated 6 years ago
• gphk-metrics / stata-multe
  Multiple Treatment Effects
  ☆23Updated 10 months ago
• mpfarrho / tvp-network-panel
  TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…
  ☆12Updated 4 years ago
• jm4474 / Courses-IntroEconometrics-Ph.D
  This course provides a graduate level introduction to probability and statistics. The course was designed for economists starting their d…
  ☆24Updated 3 years ago
• zachporreca / staggered_adoption_synthdid
  NO LONGER MAINTAINED. Links to alternative packages are in the readme. Code to incorporate staggered treatment adoption (based on appendi…
  ☆21Updated 2 years ago
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆27Updated last year
• cykbennie / fbi
  Factor-Based Imputation for Missing Data
  ☆58Updated 3 months ago
• andrewchbaker / DiD_Codes
  This repo contains the codes for Baker, Larcker, Wang - "How Much Should We Trust Staggered Difference-in-Differences Estimates?"
  ☆50Updated 4 years ago
• jeremylhour / pensynth
  A Penalized Synthetic Control Estimator for Disaggregated Data (JASA, 2021)
  ☆35Updated 2 months ago
• scunning1975 / UT-Causal-Inference
  Causal inference GitHub for UT Austin
  ☆28Updated 3 years ago
• ojorda / JEL-Code
  Local Projections by Oscar Jorda and Alan Taylor. STATA code
  ☆30Updated 8 months ago