bashtage/linearmodels

DoubleML - Double Machine Learning in Python

Statsmodels: statistical modeling and econometrics in Python

ARCH models in Python

ALICE (Automated Learning and Intelligence for Causation and Economics) is a Microsoft Research project aimed at applying Artificial Intelligence concepts to economic decision making. One of its goals is to build a toolkit that combines state-of-the-art machine learning techniques with econometrics in order to bring automation to complex causal inference problems. To date, the ALICE Python SDK (econml) implements orthogonal machine learning algorithms such as the double machine learning work of Chernozhukov et al. This toolkit is designed to measure the causal effect of some treatment variable(s) t on an outcome variable y, controlling for a set of features x.

Describing statistical models in Python using symbolic formulas

A Python package for causal inference in quasi-experimental settings

A community based Python library for quantitative economics

Causal Inference in Python

Lightning ⚡️ fast forecasting with statistical and econometric models.