arch (Python package)
Kevin Sheppard · High-frequency financial analysis
Kevin Sheppard's Python package for univariate ARCH/GARCH volatility models, bootstraps, multiple-comparison procedures, unit-root and cointegration tests
8 tools
Kevin Sheppard · High-frequency financial analysis
Kevin Sheppard's Python package for univariate ARCH/GARCH volatility models, bootstraps, multiple-comparison procedures, unit-root and cointegration tests
PyWhy (originally Microsoft Research) · Econometrics & causal inference
Python causal-inference library organized around model, identify, estimate and refute steps, with graphical causal models for attribution, counterfactuals and root-cause analysis
PyWhy (originally Microsoft Research) · Econometrics & causal inference
Python library for heterogeneous treatment-effect estimation with machine learning: double ML, doubly robust learners, causal forests, meta-learners, IV and policy learning
Kevin Sheppard · Econometrics & causal inference
Python package by Kevin Sheppard adding panel data, instrumental-variable, system (SUR/3SLS) and asset-pricing estimators missing from statsmodels
NumPy developers (NumFOCUS) · DataFrames & array computing
Foundational Python library for n-dimensional arrays, vectorized math, linear algebra, random numbers and the array API used by the scientific stack
R Foundation / R Core Team · Programming languages & runtimes
Language and environment for statistical computing and graphics, with the CRAN package archive and a strong base in academic statistics and econometrics
scikit-learn developers · Mathematical & statistical computing
BSD-licensed Python machine-learning library for classification, regression, clustering, dimensionality reduction, preprocessing and model selection on NumPy and SciPy
SciPy developers (NumFOCUS) · Mathematical & statistical computing
Core open-source Python library for scientific computing on NumPy arrays: optimization, integration, interpolation, linear algebra, sparse matrices, statistics, signal processing
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