86 Open source projects that are alternatives of or similar to econ5170

course on data science for economists

Bacon-Goodman decomposition for differences-in-differences with variation in treatment timing.

Articles/ Journals and Videos related to Economics📈 and Data Science 📊

A Julia interface for retrieving data from the Bureau of Economic Analysis (BEA).

Economics and Pricing in R

Microeconometric estimation in Julia

Sequential Monte Carlo algorithm for approximation of posterior distributions.

Python package for the simulation and estimation of generalized Roy model

Econometrics and data manipulation functions.

For 'Economics Development II' PhD seminar at CUNY Graduate Center. (older site) Generates docs at:

Python package to compute economic complexity and associated variables

a payment application intended for deployment by the united states treasury

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

Making Patent Citations Uncool Again

AKShare is an elegant and simple financial data interface library for Python, built for human beings! 开源财经数据接口库

A Python package for causal inference using Synthetic Controls

ARMA-GARCH

Agent-based model of the UK housing market.

Quantitative Economics with Python

Econ5121A@CUHK. This is an open-source writing project.

Python Interface to econdb.com API

Fortune 500 company lists since 1955 in CSV format, mostly parsed using Beautiful Soup

Agent-based computational Finance

Books worth spreading

design, solve and estimate discrete dynamic programs.

Online research made easy

Nowcasting

Fixedeffectmodel: panel data modeling in Python

R Code Examples Multi-dimensional/Panel Data

Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables

Quickly adjust U.S. dollars for inflation using the Consumer Price Index (CPI)

Data Analysis Studies on Value Investing

Research by Carlos Góes

R Companion to the textbook "Econometrics" by Fumio Hayashi

DoubleML - Double Machine Learning in Python

Download financial reports from SEC's EDGAR. Extract clean textual data from specific item sections and bootstrap your financial NLP research. Software from the research paper published in ECONLP 2021.

[archived]

Python based Wikidata framework for easy dataframe extraction

R package that provides estimation methods for Gravity Models

R interface for Fixed Effect Models

Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)

DoubleML - Double Machine Learning in R

This Python function dm_test implements the Diebold-Mariano Test (1995) to statistically test forecast accuracy equivalence for 2 sets of predictions with modification suggested by Harvey et. al (1997).

Creating interactive R Problem Sets. Automatic hints and solution checks. (Shiny or RStudio)

Algorithmic game theory, recursive macroeconomics, machine learning for econometrics

Applied Econometrics Library for Python

2018-2019 Quantitative Macroeconomics, UAB

🔃 Cybernetics Reading Club

The QuantGov Library

GCAM -- The Global Change Analysis Model

Lecture source for "Quantitative Economics with Julia"

"How Many Jobs Can be Done at Home?" by Jonathan Dingel and Brent Neiman

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.

R package containing a host of datasets useful for economic research. Complete with raw data and cleaning functions.

Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.

Dichotomy Tests provides interesting tests that show you how inclined you are toward certain philosophical, psychological or political views. Each test tries to discover your preferred beliefs and will attempt to accurately position you along numerous dichotomic axes.

Experimental tools (R) for Big Data econometrics nowcasting and early estimates

A Matlab Toolkit for Macroeconomic Models using Value Function Iteration

Quickly assemble data from the Panel Study of Income Dynamics (PSID)