vgreg / python-seLinks
Examples for computing regression standard errors in Python with statsmodels
☆15Updated last year
Alternatives and similar repositories for python-se
Users that are interested in python-se are comparing it to the libraries listed below
Sorting:
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆37Updated 2 years ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆17Updated 11 months ago
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆33Updated 10 months ago
- Code to reproduce aspects of "The Consumption Response to Trade Shocks: Evidence from the US-China Trade War"☆28Updated 5 years ago
- midasml package is dedicated to run predictive high-dimensional mixed data sampling models☆39Updated last year
- A Package To Make Publication Quality Latex Tables From Python Regression Output☆45Updated last year
- Hurdle Distributed Multinomial Regression (HDMR) implemented in Julia☆26Updated last year
- Measuring the Market Risk Premium☆18Updated 3 years ago
- Vector Autoregression augmented with deep learning.☆16Updated last year
- Experimental tools (R) for Big Data econometrics nowcasting and early estimates☆32Updated 4 years ago
- Code for Economic Dynamics, Theory and Computation☆53Updated last month
- This repo has code to do primary data cleaning for Compustat / Crsp from WRDS☆19Updated 4 years ago
- Generalized empirical likelihood and generalized method of moments estimators for Python☆11Updated 7 years ago
- This course provides a graduate level introduction to probability and statistics. The course was designed for economists starting their d…☆24Updated 3 years ago
- A python script to create a mapping table between I/B/E/S and Compustat☆18Updated 5 years ago
- Financial Econometrics module (MSc level)☆21Updated 3 years ago
- ☆18Updated 6 years ago
- PhD 403: Empirical Asset Pricing☆27Updated 6 years ago
- Python code for Robust Identification of Investor Beliefs☆13Updated 4 years ago
- A Python 3.7 package for the econometric analysis of networks☆22Updated 7 months ago
- ☆15Updated 7 years ago
- Library for solving, simulating, and estimating the Solow (1956) model of economic growth.☆38Updated 8 years ago
- Sample SAS programs that process WRDS data and facilitate econometric analysis☆16Updated 4 years ago
- Dynamic Factor Models for R☆37Updated 3 weeks ago
- A database on VC-backed startups from Ewens and Malenko (2025)☆12Updated 3 months ago
- Functions to convert (WRDS) SAS data to PostgreSQL, parquet, and CSV☆18Updated 10 months ago
- Resources for a PhD class module focused on anomalies.☆16Updated last year
- Applied Macroeconomics, a course taught at the University of Warsaw☆20Updated 4 years ago
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆34Updated 7 months ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆50Updated 7 months ago