Python Econometrics

Open-source Python projects categorized as Econometrics

Top 7 Python Econometric Projects

  • statsmodels

    Statsmodels: statistical modeling and econometrics in Python

  • statsforecast

    Lightning ⚡️ fast forecasting with statistical and econometric models.

  • Project mention: TimeGPT-1 | news.ycombinator.com | 2023-10-13

    I can't find the TimeGPT-1 model.

    LICENSE Apache-2

    https://github.com/Nixtla/statsforecast/blob/main/LICENSE

    Mentions ARIMA, ETS, CES, and Theta modeling

  • WorkOS

    The modern identity platform for B2B SaaS. The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning.

    WorkOS logo
  • 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.

  • lightweight_mmm

    LightweightMMM 🦇 is a lightweight Bayesian Marketing Mix Modeling (MMM) library that allows users to easily train MMMs and obtain channel attribution information.

  • Project mention: Lightweight (Bayesian) Marketing Mix Modeling (Google Unofficial) | news.ycombinator.com | 2023-07-05
  • hierarchicalforecast

    Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.

  • Project mention: [D] When less is more in the hierarchical forecasting case. | /r/MachineLearning | 2023-07-03
  • causallift

    CausalLift: Python package for causality-based Uplift Modeling in real-world business

  • ols_regression

    OLS regression with possibility of controlling for fixed effects and robust standard errors

  • InfluxDB

    Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

    InfluxDB logo
NOTE: The open source projects on this list are ordered by number of github stars. The number of mentions indicates repo mentiontions in the last 12 Months or since we started tracking (Dec 2020).

Python Econometrics related posts

Index

What are some of the best open-source Econometric projects in Python? This list will help you:

Project Stars
1 statsmodels 9,534
2 statsforecast 3,540
3 pmdarima 1,517
4 lightweight_mmm 785
5 hierarchicalforecast 517
6 causallift 333
7 ols_regression 0

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