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bashtage
linearmodels bashtage
182
908
ncsa
25
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
iv gmm ols panel panel-data pooled-ols regression fama-macbeth panel-models asset-pricing fixed-effects linear-models random-effects first-difference panel-regression between-estimator statistical-model instrumental-variable clustered-standard-errors seemingly-unrelated-regression
Created 2017-02-17
1,064 commits to main branch, last one 29 days ago
FixedEffects
FixedEffectModels.jl FixedEffects
46
223
other
7
Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables
iv economics panel-data regression fixed-effects categorical-variables instrumental-variables clustered-standard-errors
Created 2015-06-09
1,054 commits to master branch, last one 4 months ago