#econometrics (17 Repositories)
Ranked open-source repositories tagged with #econometrics, scored by pull request acceptance likelihood and maintainer engagement velocity.
39.0%
92.8h
17 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.
py-econometrics/pyfixest
Fast High-Dimensional Fixed Effects Regression in Python following fixest-syntax
LAMPSPUC/StateSpaceModels.jl
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
SepineTam/mcp-for-stata
Stata-MCP: A MCP server for integrating Stata into your agent loop with a safety-first design.
DoubleML/doubleml-for-r
DoubleML - Double Machine Learning in R
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.
brycewang-stanford/StatsPAI
StatsPAI is the first Agent-native Python library for causal inference and applied econometrics — unified API, broad cross-method coverage, structured result objects, machine-readable schemas, Skills, an MCP server, and R/Stata parity validation.
DoubleML/doubleml-for-py
DoubleML - Double Machine Learning in Python
ZhenHaoFu810/StataFlow
Stata-aligned econometrics for Python, with field-level validation across the documented support surface.
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.
alkaline-ml/pmdarima
A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.
JustinMShea/wooldridge
The official R data package for "Introductory Econometrics: A Modern Approach". A vignette contains example models from each chapter.
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
hanlulong/awesome-ai-for-economists
A curated list of AI tools, libraries, and resources for economics research, teaching, and policy analysis. Maintained by the OpenEcon team.
mca91/EconometricsWithR
📖An interactive companion to the well-received textbook 'Introduction to Econometrics' by Stock & Watson (2015)