Difference-in-Differences causal inference in Python. Callaway-Sant'Anna, Synthetic DiD, Honest DiD, event studies. sklearn-like API, validated against R.
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Nov 11, 2026 - Python
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Difference-in-Differences causal inference in Python. Callaway-Sant'Anna, Synthetic DiD, Honest DiD, event studies. sklearn-like API, validated against R.
data-science statistics analytics economics econometrics sensitivity-analysis causal-inference treatment-effects synthetic-control panel-data did event-study marketing-analytics survey-design difference-in-differences geo-experiments staggered-adoption parallel-trends
Predicts how news-driven supply-chain shocks ripple across S&P 500 stocks, with an event-study backtest and a hash-chained public prediction ledger. Built on MIT open-source SEC supply-graph code.
Agent skills that help you publish in the AER faster — identification-first empirics, AEA-compliant replication, Keith-Head intros, R&R rebuttals for AER / AER:Insights / AEJ. | 助你更快发表 AER 论文的 agent skill 栈:识别优先实证、AEA 合规复现、Keith Head 式引言、R&R 审稿回复,覆盖选题到投稿全流程。
python replication stata economics econometrics causal-inference synthetic-control academic-writing r-stats aer instrumental-variables event-study difference-in-differences regression-discontinuity aej llm agent-skills claude-code claude-skills american-economic-review
Popular Econometrics content with code; Simple Linear Regression, Multiple Linear Regression, OLS, Event Study including Time Series Analysis, Fixed Effects and Random Effects Regressions for Panel Data, Heckman_2_Step for selection bias, Hausman Wu test for Endogeneity in Python, R, and STATA.
python r stata econometrics statistical-tests ols ols-regression time-series-analysis event-study endogeneity random-effects-model fixed-effect-model hausman-test test-statistics heckman-2-step
fast and flexible Difference-in-Differences
AI-powered trading research platform. Test any idea on stocks, futures, and crypto with event studies, backtesting, and statistical validation. MCP server with 8 tools. pip install varrd.
python trading mcp cryptocurrency fintech stock-market quant quantitative-finance futures algorithmic-trading backtesting claude event-study statistical-testing trading-tools ai-tools openbb model-context-protocol mcp-server edge-discovery
Estimation of Difference-in-Differences Treatment Effects with Staggered Treatment Onset Using Heterogeneity-Robust Two-Way Fixed Effects Regressions
econometrics causal-inference event-study diff-in-diff difference-in-differences two-way-fixed-effects continuous-treatment staggered-onset extended-two-way-fixed-effects staggered-treatment continuous-treatment-diff-in-diff
An Implementation of Parametric and Nonparametric Event Study
archived : use csdid instead
Research code and data for an event-study analysis of stock-market responses to U.S. Supreme Court decisions.
This repository introduces the event study model.
Replication and analysis of album releases, streaming volume and US traffic fatalities
Open Agent Skill for exploratory financial astrology event studies across investment assets
Polars event-study research for ES/NQ intraday futures: MSS, CISD, SMT, RSI/volume divergences, session/momentum/volume filters.
python parquet quantitative-finance futures algorithmic-trading event-study intraday-data polars smart-money-concepts market-structure es-futures nq-futures
GPU-accelerated R package for causal inference: Callaway-Sant'Anna, DIDmultiplegtDYN, fect, TestMechs, HonestDiD. 60x faster than reference on R backend; CUDA acceleration in development.
cuda econometrics gpu-computing r-package causal-inference panel-data event-study difference-in-differences
可解释的A股短线事件研究工具:涨跌停事件表、时间序列验证、样本外纪律与条件组合检查
End-to-End Python framework reproducing Dolphin et al.'s (2026) grounded event extraction (from SEC 8-K filings) method. Extracts taxonomy-validated, quote-grounded event tags via LLMs, then proves economic significance through variance-standardized abnormal returns (SAR), Kruskal-Wallis tests, and bootstrap variance decomposition over CRSP data.
nlp machine-learning text-mining reproducible-research information-extraction fintech econometrics quantitative-finance knowledge-base event-extraction rejection-sampling sec-edgar event-study financial-economics grounding llm prompt-engineering llm-as-a-judge regulatory-filings 8-k-filings
Live macro terminal: classifies the US economy into four regimes, scores recession odds, runs event studies and basket hedges. React, TypeScript and Vite on Vercel; FastAPI on Render; Python (pandas, scikit-learn, riskfolio-lib) over SQLite, refreshed by GitHub Actions from FRED, EODHD, Yahoo, Finnhub and NewsAPI. AI by Claude and Perplexity.
react python typescript sqlite scikit-learn pandas render fred portfolio-optimization quantitative-finance macroeconomics event-study vite github-actions fastapi vercel financial-dashboard anthropic-claude regime-detection recession-prediction
R package: crseEventStudy
End-to-end incrementality sandbox on M5-style retail data (DiD + Synthetic Control + placebo tests) with Streamlit dashboard.
python makefile experimentation causal-inference synthetic-control event-study marketing-analytics difference-in-differences streamlit incrementality polars
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