2 results found Sort:

bashtage
linearmodels bashtage
183
972
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
1,090 commits to main branch, last one 2 months ago
bradleyboyuyang
Empirical-Finance bradleyboyuyang
4
30
unknown
1
Fama-French models, idiosyncratic volatility, event study
capm fama-macbeth event-studies empirical-finance multifactor-model efficient-frontier investment-analysis
Created 2022-02-27
105 commits to main branch, last one 2 years ago