Repositório com algumas funções de econometria em Python
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Updated
May 2, 2023 - Jupyter Notebook
Repositório com algumas funções de econometria em Python
An econometrics vector autoregression model (VAR) for analysis of multivariate time series of macroeconomics phenomena. Python Jupyter notebook based model is presented here although other packages like R statistical programming language with R Studio could also be used.
Multivariate time series Vector Autoregression Model (VAR) on real world GDP and DPI (and some other indexes). Bayesian Structured Time Series (BSTS).
Mobile App Solution for Portfolio Analytics and Investment Management
Analysis of income inequality and pollution (water and air) in India.
En este repositorio encontrará el desarrollo de un proyecto para realizar la predicción del euro y el dólar respecto al peso colombiano y el bitcoin con respecto al dólar estadunidense, mediante la aplicación de series temporales y redes neuronales
Notebooks for a short course on urban econometrics, also covering causal inference methods such as experiments, matching, difference in difference, instrumental variables, etc.
Files to reproduce my Ph.D. thesis, entitled "Carry trade effects in developed and developing countries: the cases of Switzerland and Brazil". This thesis was defended on February 15, 2022 at the Univ. Grenoble Alpes (UGA). I finished the Ph.D. programme in Economis in the Centre for Research in Economics in Grenoble (CREG), which is linked to t…
Contains R scripts and markdowns documenting my learning journey on econometrics and portfolio optimization. Looking to include machine learning in the future.
Análise da série histórica Dados Históricos Petrobras Ações Ordinárias - PETR3_SA 2020-10-07 00:00:00 até 2023-10-06 00:00:00
Coding projects I have worked on, in R and Python. Predominantly includes utilizing code to recreate the Black Sholes Model, Greek Option calculator, Stochastic Process and Brownian Motion and other data science applications for finance. Python was also used primarily for machine learning applications in finance, using various functions from skl…
Stardew Valley earnings by different crop type calculator
Our group intended to do a state-wise analysis over the course of 6 years (2010-2015) to analyze the performance of Indian states and Union Territories post the implementation of the Right to Education Act of 2009, which came into force in 2010. The variables with respect to which we’ll be checking the performance of the states are- 1) No. of sc…
An Econometric Analysis of North Carolina Crime Data from 1987
This repository contains the assignment of Macro-Econometric Forecasting by IMFx.
USDA AAEA 2024 : Heartland Code Replication Package
2SLS IV regression with Python
Analyzed the impact of increasing police officers on crime rates across different counties and years, based on Cornwell and Trumbull (1994).
Welcome to the Data Analysis and Econometrics repository! This space is dedicated to providing examples and snippets for applying econometric methods using various tools such as Python, R, GRETL, Excel, and more.
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