econometrics

statsmodels

+23

Statsmodels: statistical modeling and econometrics in Python

Awesome-Journal-Skills

+41

Journal-specific Claude Code/Codex skill packs covering mainstream journals — AER, QJE, Nature, Cell, 管理世界, 经济研究 & 200+ more — your fast track to getting published. ｜ 覆盖主流期刊的 Claude Code/Codex 期刊技能包，从选题、识别策略到表格规范与审稿回复全流程，助你快速发论文。

statsforecast

+14

Lightning ⚡️ fast forecasting with statistical and econometric models.

py-why/EconML

+9

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.

python-causality-handbook

+11

Causal Inference for the Brave and True. A light-hearted yet rigorous approach to learning about impact estimation and causality.

claude-code-my-workflow

+8

A ready-to-fork Claude Code template for academics using LaTeX/Beamer + R. Multi-agent review, quality gates, adversarial QA, and replication protocols.

Financial-Models-Numerical-Methods

+5

Collection of notebooks about quantitative finance, with interactive python code.

pmdarima

+1

A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.