econometrics

Statsmodels: statistical modeling and econometrics in Python

Collection of notebooks about quantitative finance, with interactive python code.

Lightning ⚡️ fast forecasting with statistical and econometric models.

ALICE (Automated Learning and Intelligence for Causation and Economics) is a Microsoft Research project aimed at applying Artificial Intelligence concepts to economic decision making. One of its goals is to build a toolkit that combines state-of-the-art machine learning techniques with econometrics in order to bring automation to complex causal inference problems. To date, the ALICE Python SDK (econml) implements orthogonal machine learning algorithms such as the double machine learning work of Chernozhukov et al. This toolkit is designed to measure the causal effect of some treatment variable(s) t on an outcome variable y, controlling for a set of features x.

Causal Inference for the Brave and True. A light-hearted yet rigorous approach to learning about impact estimation and causality.

2-2000x faster ML algos, 50% less memory usage, works on all hardware - new and old.

A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.

A ready-to-fork Claude Code template for academics using LaTeX/Beamer + R. Multi-agent review, quality gates, adversarial QA, and replication protocols.

Robyn is an experimental, AI/ML-powered and open sourced Marketing Mix Modeling (MMM) package from Meta Marketing Science. Our mission is to democratise modeling knowledge, inspire the industry through innovation, reduce human bias in the modeling process & build a strong open source marketing science community.

Generalized Random Forests

Journal-specific Claude Code/Codex skill packs covering mainstream journals — AER, QJE, Nature, Cell, 管理世界, 经济研究 & 200+ more — your fast track to getting published. ｜ 覆盖主流期刊的 Claude Code/Codex 期刊技能包，从选题、识别策略到表格规范与审稿回复全流程，助你快速发论文。

Causal Inference for the Brave and True的中文翻译版。全部代码基于Python，适用于计量经济学、量化社会学、策略评估等领域。英文版原作者：Matheus Facure

This repository hosts the code behind the online book, Coding for Economists.

DoubleML - Double Machine Learning in Python

Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.

Advanced and Fast Data Transformation in R

Replication of tables and figures from "Mostly Harmless Econometrics" in Stata, R, Python and Julia.

A curated list of AI tools, libraries, and resources for economics research, teaching, and policy analysis. Maintained by the OpenEcon team.

Visualise your CSV files in seconds without sending your data anywhere

📖An interactive companion to the well-received textbook 'Introduction to Econometrics' by Stock & Watson (2015)

Tutorials of econometrics featuring Python programming. This is a crash course for reviewing the most important concepts and techniques of basic econometrics, the theories are presented lightly without hustles of derivation and Python codes are straightforward.