Course resources

Fundamentals of Python for Financial Econometrics downloads

Use the web publication, complete student package, live browser notebooks, and standalone Python scripts alongside the 53 course lessons.

Web publication PDF

274 pages. Original Ceteris Lab publication by Mohammad Safavi, Ph.D.

Student package ZIP

Includes publication formats, requirements, 19 supplied econometrics notebooks, and original figures.

Download student package

Chapter notebooks

All 53 notebooks run in the browser and can also be downloaded as `.ipynb` or standalone `.py` files.

1

Welcome to Python and Ceteris LAB

Source-derived notebook

Open live .ipynb .py

2

Installing and Running Python

Source-derived notebook

Open live .ipynb .py

3

Variables, Values, Types, Strings, and Dates

Source-derived notebook

Open live .ipynb .py

4

Collections, Indexing, and Slicing

Source-derived notebook

Open live .ipynb .py

5

Decisions, Loops, and Iteration

Source-derived notebook

Open live .ipynb .py

6

Functions, Modules, Errors, and Testing

Source-derived notebook

Open live .ipynb .py

7

Files, Paths, Projects, and Reproducibility

Source-derived notebook

Open live .ipynb .py

8

NumPy and Numerical Computing

Source-derived notebook

Open live .ipynb .py

9

pandas Fundamentals

Source-derived notebook

Open live .ipynb .py

10

Importing, Cleaning, Validating, and Exporting Data

Source-derived notebook

Open live .ipynb .py

11

Manipulating, Grouping, Reshaping, and Joining Data

Source-derived notebook

Open live .ipynb .py

12

Data Visualization with Python

Source-derived notebook

Open live .ipynb .py

13

Descriptive Statistics and Exploratory Data Analysis

Source-derived notebook

Open live .ipynb .py

14

Probability, Simulation, and Statistical Inference

Source-derived notebook

Open live .ipynb .py

15

Regression and Econometrics with Python

Source-derived notebook

Open live .ipynb .py

16

Obtaining Economic and Financial Data

Source-derived notebook

Open live .ipynb .py

17

Econometric Thinking and Research Design

Supplied notebook

Open live .ipynb .py

18

Simple Linear Regression

Supplied notebook

Open live .ipynb .py

19

Multiple Regression and the Ceteris Paribus Interpretation

Supplied notebook

Open live .ipynb .py

20

Functional Forms, Dummy Variables, and Interactions

Supplied notebook

Open live .ipynb .py

21

Inference, Robust Standard Errors, and Diagnostics

Supplied notebook

Open live .ipynb .py

22

Omitted Variables, Measurement Error, Simultaneity, and Endogeneity

Supplied notebook

Open live .ipynb .py

23

Instrumental Variables and Two-Stage Least Squares

Supplied notebook

Open live .ipynb .py

24

Panel Data and Fixed Effects

Supplied notebook

Open live .ipynb .py

25

Binary, Ordered, and Count Outcomes

Supplied notebook

Open live .ipynb .py

26

Censoring, Selection, Quantiles, and Robust Methods

Supplied notebook

Open live .ipynb .py

27

Potential Outcomes and Randomized Experiments

Supplied notebook

Open live .ipynb .py

28

Matching, Propensity Scores, Weighting, and Doubly Robust Estimation

Supplied notebook

Open live .ipynb .py

29

Difference-in-Differences and Event Studies

Supplied notebook

Open live .ipynb .py

30

Regression Discontinuity

Supplied notebook

Open live .ipynb .py

31

Synthetic Control and Comparative Case Studies

Supplied notebook

Open live .ipynb .py

32

Regularization and High-Dimensional Economic Models

Supplied notebook

Open live .ipynb .py

33

Decision Trees, Random Forests, and Boosting for Economic Prediction

Supplied notebook

Open live .ipynb .py

34

Causal Machine Learning and Double Machine Learning

Supplied notebook

Open live .ipynb .py

35

Explainability, Uncertainty, and Model Governance

Supplied notebook

Open live .ipynb .py

36

Introduction to Time-Series Data

Source-derived notebook

Open live .ipynb .py

37

Dependence, Stationarity, and White Noise

Source-derived notebook

Open live .ipynb .py

38

AR, MA, ARMA, ARIMA, and Forecasting

Source-derived notebook

Open live .ipynb .py

39

Unit Roots, Seasonality, and Dynamic Regression

Source-derived notebook

Open live .ipynb .py

40

ARCH and GARCH Models

Source-derived notebook

Open live .ipynb .py

41

Asymmetric, Advanced, and Realized Volatility

Source-derived notebook

Open live .ipynb .py

42

Nonlinear Models, Regimes, Market Microstructure, and Ordered Outcomes

Source-derived notebook

Open live .ipynb .py

43

Stochastic Processes and Option Pricing

Source-derived notebook

Open live .ipynb .py

44

Financial Risk Management

Source-derived notebook

Open live .ipynb .py

45

Multiple Time Series

Source-derived notebook

Open live .ipynb .py

46

Econometrics and Machine Learning: Different Questions, Shared Tools

Source-derived notebook

Open live .ipynb .py

47

Machine-Learning Workflow and Gradient Descent for Economic Data

Source-derived notebook

Open live .ipynb .py

48

Applied Economic Prediction and Classification Projects

Source-derived notebook

Open live .ipynb .py

49

Neural Networks and Deep Learning for Economic Data

Source-derived notebook

Open live .ipynb .py

50

Computer Vision and Spatial Economic Measurement

Source-derived notebook

Open live .ipynb .py

51

Natural-Language Processing and Transformers for Economics

Source-derived notebook

Open live .ipynb .py

52

Language Models, Retrieval, and AI Agents for Econometric Research

Source-derived notebook

Open live .ipynb .py

53

Capstone Projects and Student Portfolio

Source-derived notebook

Open live .ipynb .py

Source and licence policy

Original course content and simulations are labelled. External dataset references are not installed or published until an administrator verifies source, licence, citation, variables, and permitted use.