Projects in Awesome Lists by bashtage
A curated list of projects in awesome lists by bashtage .
https://github.com/bashtage/arch
ARCH models in Python
adf arch bootstrap df-gls dickey-fuller finance financial-econometrics forecasting garch model-confidence-set multiple-comparison-procedures phillips-perron reality-check risk spa time-series unit-root variance volatility
Last synced: 13 May 2025
https://github.com/bashtage/linearmodels
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
asset-pricing between-estimator clustered-standard-errors fama-macbeth first-difference fixed-effects gmm instrumental-variable iv linear-models ols panel panel-data panel-models panel-regression pooled-ols random-effects regression seemingly-unrelated-regression statistical-model
Last synced: 29 Apr 2025
https://bashtage.github.io/linearmodels/
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
asset-pricing between-estimator clustered-standard-errors fama-macbeth first-difference fixed-effects gmm instrumental-variable iv linear-models ols panel panel-data panel-models panel-regression pooled-ols random-effects regression seemingly-unrelated-regression statistical-model
Last synced: 20 Apr 2025
https://github.com/bashtage/sphinx-material
A material-based, responsive theme inspired by mkdocs-material
Last synced: 14 May 2025
https://github.com/bashtage/python-introduction
A set of notebooks the provide an introduction to Python.
Last synced: 21 Jun 2025
https://github.com/bashtage/randomgen
Numpy-compatible bit generators and add some random variate distributions missing from NumPy.
aes aesctr dsfmt hc-128 mersenne-twister numpy pcg philox prng pseudo-rngs python random-number-distributions random-number-generators random123 rng speck-128 stream threefry xoroshiro ziggurat
Last synced: 06 Apr 2025
https://github.com/bashtage/python-for-econometrics-statistics-data-analysis
Code from "Introduction to Python for Econometrics, Statistics and Data Analysis" by Kevin Sheppard
Last synced: 15 Apr 2025
https://github.com/bashtage/ng-numpy-randomstate
Numpy-compatible random number generator that supports multiple core psuedo RNGs and explicitly parallel generation.
Last synced: 15 Apr 2025
https://github.com/bashtage/afe2020
Advanced Financial Econometrics - Trinity Term 2020
Last synced: 15 Apr 2025
https://github.com/bashtage/pandas-stash
Save and load entire workspaces containins pandas objects and numpy arrays
Last synced: 15 Apr 2025
https://github.com/bashtage/linearmodels-wheels
Wheel generator for linearmodels
Last synced: 15 Apr 2025