4 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
sergiocorreia
reghdfe sergiocorreia
57
224
mit
24
Linear, IV and GMM Regressions With Any Number of Fixed Effects
ols stata regression fixed-effects linear-models
Created 2014-12-09
600 commits to master branch, last one about a year ago
indigits
sparse-plex indigits
45
101
apache-2.0
6
A MATLAB library for sparse representation problems
htp iht mod ols omp ormp k-svd cosamp clustering basis-pursuit matlab-library sparse-recovery pursuit-algorithms compressive-sensing dictionary-learning subspace-clustering sparse-representations sparse-subspace-clustering
Created 2015-06-13
820 commits to master branch, last one 2 years ago
TatevKaren
econometric-algorithms TatevKaren
13
35
unknown
1
Popular Econometrics content with code; Simple Linear Regression, Multiple Linear Regression, OLS, Event Study including Time Series Analysis, Fixed Effects and Random Effects Regressions for Panel Da...
r ols stata python endogeneity event-study econometrics hausman-test heckman-2-step ols-regression test-statistics statistical-tests fixed-effect-model random-effects-model time-series-analysis
Created 2021-01-05
60 commits to main branch, last one 3 years ago