Time series implementation for the Julia language focused on efficiency ...
This Python function dm_test implements the Diebold-Mariano Test (1995) ...
Introduction to statistics featuring Python. This series of lecture note...
course on data science for economists
A Julia package for estimating ARMA-GARCH models.
ARMA-GARCH
MSGARCH R Package
Econ5121A@CUHK. This is an open-source writing project.
R code for Angrist & Pischke Mastering Metrics
Econometrics in Julia
Sequential Monte Carlo algorithm for approximation of posterior distribu...
Python tools for regression discontinuity designs
ipeadatapy is a data and metadata extraction package made in Python usin...
Implements the Causal Forest algorithm formulated in Athey and Wager (20...
Synthetic difference in differences for Python