#econometrics (10 Repositories)
Ranked open-source repositories tagged with #econometrics, scored by pull request acceptance likelihood and maintainer engagement velocity.
47.6%
79.9h
10 repositories tagged #econometrics
statsmodels/statsmodels
Statsmodels: statistical modeling and econometrics in Python
igerber/diff-diff
Difference-in-Differences causal inference in Python. Callaway-Sant'Anna, Synthetic DiD, Honest DiD, event studies. sklearn-like API, validated against R.
SepineTam/mcp-for-stata
A MCP server for Stata to integrate Stata into your agent.
DoubleML/doubleml-for-r
DoubleML - Double Machine Learning in R
LAMPSPUC/StateSpaceModels.jl
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
JTAmos/Temporal.jl
Time series implementation for the Julia language focused on efficiency and flexibility
mcreel/Econometrics
Econometrics lecture notes with examples using the Julia language
JustinMShea/wooldridge
The official R data package for "Introductory Econometrics: A Modern Approach". A vignette contains example models from each chapter.
py-why/EconML
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.
pedrohcgs/claude-code-my-workflow
A ready-to-fork Claude Code template for academics using LaTeX/Beamer + R. Multi-agent review, quality gates, adversarial QA, and replication protocols.