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Pinned

  1. linearmodels

    Add linear models including instrumental variable and panel data models that are missing from statsmodels.

    Python 426 99

  2. arch

    ARCH models in Python

    Python 683 165

  3. ng-numpy-randomstate

    Numpy-compatible random number generator that supports multiple core psuedo RNGs and explicitly parallel generation.

    Python 41 13

  4. randomgen

    Numpy-compatible bit generators and add some random variate distributions missing from NumPy.

    Python 59 20

  5. pandas-stash

    Save and load entire workspaces containins pandas objects and numpy arrays

    Python 12 6

  6. mfe-toolbox

    MATLAB 46 40

2,812 contributions in the last year

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Contribution activity

April 2021

Created 47 commits in 8 repositories

Created a pull request in bashtage/arch that received 6 comments

ENH: Add ARCH-in-mean

Add update which is necessary to support GARCH-M models

+1,166 −119 • 6 comments
Opened 13 other pull requests in 5 repositories
Reviewed 2 pull requests in 1 repository

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