Statsmodels: statistical modeling and econometrics in Python
Econometrics GitHub Repositories (2026) · Open Source Tools
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Lightning ⚡️ fast forecasting with statistical and econometric models.
StatsPAI is the first Agent-native Python library for causal inference and applied econometrics — unified API, broad cross-method coverage, structured result objects, machine-readable schemas, Skills, an MCP server, and R/Stata parity validation.
High-performance, memory-safe, and open-source statistical analysis package in 100% pure Safe Rust
Difference-in-Differences causal inference in Python. Callaway-Sant'Anna, Synthetic DiD, Honest DiD, event studies. sklearn-like API, validated against R.