cacoleman16

cacoleman16/tsecon

High-performance time series econometrics: Rust core, Python-first API — validated estimators, a 15-chapter guide, and honest inference by default

6 good first / help-wanted issues · Rust · last activity Jul 29, 2026

58 stars 6 forks 58 watchers Rust Apache License 2.0
bayesian econometrics forecasting garch impulse-response local-projections macroeconomics nowcasting python rust statistics svar time-series var
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6 Open Issues Need Help Last updated: Jul 29, 2026

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Write cookbook recipes (no Rust required) about 2 months ago
documentation help wanted good first issue
cacoleman16/tsecon
58

High-performance time series econometrics: Rust core, Python-first API — validated estimators, a 15-chapter guide, and honest inference by default

Rust
#bayesian#econometrics#forecasting#garch#impulse-response#local-projections#macroeconomics#nowcasting#python#rust#statistics#svar#time-series#var
Add SETAR / TAR threshold autoregression about 2 months ago
enhancement help wanted
cacoleman16/tsecon
58

High-performance time series econometrics: Rust core, Python-first API — validated estimators, a 15-chapter guide, and honest inference by default

Rust
#bayesian#econometrics#forecasting#garch#impulse-response#local-projections#macroeconomics#nowcasting#python#rust#statistics#svar#time-series#var
Add extreme-value tail estimation (GPD peaks-over-threshold, GEV block maxima) about 2 months ago
enhancement help wanted
cacoleman16/tsecon
58

High-performance time series econometrics: Rust core, Python-first API — validated estimators, a 15-chapter guide, and honest inference by default

Rust
#bayesian#econometrics#forecasting#garch#impulse-response#local-projections#macroeconomics#nowcasting#python#rust#statistics#svar#time-series#var
Add Lo-MacKinlay variance-ratio test about 2 months ago
enhancement help wanted good first issue
cacoleman16/tsecon
58

High-performance time series econometrics: Rust core, Python-first API — validated estimators, a 15-chapter guide, and honest inference by default

Rust
#bayesian#econometrics#forecasting#garch#impulse-response#local-projections#macroeconomics#nowcasting#python#rust#statistics#svar#time-series#var
Add Zivot-Andrews unit-root test (one endogenous break) about 2 months ago
enhancement help wanted good first issue
cacoleman16/tsecon
58

High-performance time series econometrics: Rust core, Python-first API — validated estimators, a 15-chapter guide, and honest inference by default

Rust
#bayesian#econometrics#forecasting#garch#impulse-response#local-projections#macroeconomics#nowcasting#python#rust#statistics#svar#time-series#var
Add DF-GLS (Elliott-Rothenberg-Stock) unit-root test about 2 months ago
enhancement help wanted good first issue
cacoleman16/tsecon
58

High-performance time series econometrics: Rust core, Python-first API — validated estimators, a 15-chapter guide, and honest inference by default

Rust
#bayesian#econometrics#forecasting#garch#impulse-response#local-projections#macroeconomics#nowcasting#python#rust#statistics#svar#time-series#var