PyPI
Nixtla/statsforecast
Lightning ⚡️ fast forecasting with statistical and econometric models.
Apache-2.0Aug 27, 2026 · metrics 2.10.0
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#econometrics
Every repository in the public record carrying this tag — from its GitHub topics or the keywords its package registries publish. Health is measured under the same versioned methodology as the rest of the record.
10 records
PyPI
statsmodels/statsmodels
Statsmodels: statistical modeling and econometrics in Python
BSD-3-ClauseAug 27, 2026 · metrics 2.10.0
PyPI
py-why/EconML
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.
Custom licenseAug 13, 2026 · metrics 2.10.0
PyPI · crates.io
igerber/diff-diff
Difference-in-Differences causal inference in Python. Callaway-Sant'Anna, Synthetic DiD, Honest DiD, event studies. sklearn-like API, validated against R.
MITJul 17, 2026 · metrics 2.10.0
PyPI
bashtage/arch
ARCH models in Python
Custom licenseAug 13, 2026 · metrics 2.10.0
PyPI
SepineTam/mcp-for-stata
A MCP server for Stata to integrate Stata into your agent.
AGPL-3.0Jul 30, 2026 · metrics 2.10.0
PyPI
bashtage/linearmodels
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
NCSAAug 13, 2026 · metrics 2.10.0
PyPI
GongJr0/SymbolicDSGE
A first and second-order DSGE engine with a fully symbolic and modifiable model backend. Includes estimation, monte carlo pipeline costruction, and regression-based equation augmentation capabilities
MITAug 22, 2026 · metrics 2.10.0
PyPI
alkaline-ml/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.
MITAug 13, 2026 · metrics 2.10.0
PyPI
zahern/HypothesisX
Suite of econometric models for choice modeling and count data analysis, driven by optimization techniques with constraints guided by analyst knowledge.
Custom licenseSep 5, 2026 · metrics 2.10.0