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Top 7 Python Econometric Projects
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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.
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lightweight_mmm
LightweightMMM 🦇 is a lightweight Bayesian Marketing Mix Modeling (MMM) library that allows users to easily train MMMs and obtain channel attribution information.
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hierarchicalforecast
Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.
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ols_regression
OLS regression with possibility of controlling for fixed effects and robust standard errors
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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
Project mention: Lightweight (Bayesian) Marketing Mix Modeling (Google Unofficial) | news.ycombinator.com | 2023-07-05
Project mention: [D] When less is more in the hierarchical forecasting case. | /r/MachineLearning | 2023-07-03
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
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Lightweight (Bayesian) Marketing Mix Modeling (Google Unofficial)
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[D] When less is more in the hierarchical forecasting case.
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Show HN: Marketing software for solopreneurs who don't like marketing
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statsmodels Release Candidate 0.14.0rc0 tagged
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How to generate Errors using Scipy Minimize with Powell Method
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Time series and cross validation
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Statistical vs Machine Learning vs Deep Learning Modeling for Time Series Forecasting
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A note from our sponsor - InfluxDB
www.influxdata.com | 6 Jun 2024
Index
What are some of the best open-source Econometric projects in Python? This list will help you:
| Project | Stars | |
|---|---|---|
| 1 | statsmodels | 9,647 |
| 2 | statsforecast | 3,631 |
| 3 | pmdarima | 1,535 |
| 4 | lightweight_mmm | 815 |
| 5 | hierarchicalforecast | 530 |
| 6 | causallift | 333 |
| 7 | ols_regression | 0 |
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