Lightning ⚡️ fast forecasting with statistical and econometric models.
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Updated
Jun 11, 2024 - Python
Lightning ⚡️ fast forecasting with statistical and econometric models.
DoubleML - Double Machine Learning in Python
Generalized Random Forests
Advanced and Fast Data Transformation in R
Econometrics lecture notes with examples using the Julia language
MarSwitching.jl: Julia package for Markov switching dynamic models
Bayesian Estimation of Structural Vector Autoregressive Models
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.
Bayesian Statistics-Econometrics
Introduction to statistics featuring Python. This series of lecture notes aim to walk you through all basic concepts of statistics, such as descriptive statistics, parameter estimations, hypothesis testing, ANOVA and etc. All codes are straightforward to understand.
Causal Inference for the Brave and True. A light-hearted yet rigorous approach to learning about impact estimation and causality.
Replication code continuing updates to Michler, J.D., Josephson, A., Kilic, T., and Murray, S. (2021). "Estimating the Impact of Weather on Agriculture." World Bank Policy Research Working Paper, No. 9867.
Economics & Econometrics resources
Übungen und Hausaufgaben aus dem Kurs Einführung in Python für Data Analytics im Sommersemester 2024 an der HWR Berlin
Simple R package for costs and calculations of youth offending in Queensland, Australia
Fast estimation of generalized linear models with high dimensional categorical variables in Julia
Statsmodels: statistical modeling and econometrics in Python
Replication Code for Michler, J.D., Josephson, A., Kilic, T., and Murray, S. Forthcoming. “Privacy Protection, Measurement Error, and the Integration of Remote Sensing and Socioeconomic Survey Data.” Journal of Development Economics.
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