bashtage / linearmodels
git clone https://github.com/bashtage/linearmodels.git
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
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LanguagePython
LicenseNCSA
Created2017-02-17 (9y ago)
Last push1d ago
OwnerUser
GitHub topics
asset-pricingbetween-estimatorclustered-standard-errorsfama-macbethfirst-differencefixed-effectsgmminstrumental-variableivlinear-modelsolspanelpanel-datapanel-modelspanel-regressionpooled-olsrandom-effectsregressionseemingly-unrelated-regressionstatistical-model