BLP Demand Estimation with Python

(Advanced) Applied Econometrics

Econometric Theory I

Fast implementation of the quantile regression using the interior point method, with support for iid, robust, and cluster standard errors.

BAyesian Model-Building Interface (Bambi) in Python.

Non-Linear Least Squares Minimization, with flexible Parameter settings, based on scipy.optimize, and with many additional classes and methods for curve fitting.

Randomization-based inference in Python

catch22: CAnonical Time-series CHaracteristics

A unified framework for machine learning with time series

Empirical Bayes estimation and inference in Julia.

Fast estimation of multinomial (MNL) and mixed logit (MXL) models in R with "Preference" space or "Willingness-to-pay" (WTP) space utility parameterizations in R

Causal Inference in Observational Data with Unobserved Heterogeneity (Lecture Notes. Masters/PhD-level)

Delicatessen: the Python one-stop sandwich (variance) shop 🥪

Deep survival analysis made easy

🍇 GRAPE is a Rust/Python Graph Representation Learning library for Predictions and Evaluations

Survival analysis with PyTorch

Econometrics Packages.

(Python, R, C) Collective (multi-view/multi-way) matrix factorization, including cold-start functionality (recommender systems, imputation, dimensionality reduction)

Fast and accurate machine learning on sparse matrices - matrix factorizations, regression, classification, top-N recommendations.

Singular Spectrum Analysis Library (SSALib)

Convex optimization for statistics and machine learning

BJS estimator Python implementation

GPU-accelerated MDP solvers in Python with JAX

Factor Analytic ALS for GLS

pyppur: Python Projection Pursuit Unsupervised (Dimension) Reduction To Min. Reconstruction Loss or DIstance DIstortion

Efficiently computes derivatives of NumPy code.

mlpack: a fast, header-only C++ machine learning library

Instrumental variable regression in Python