Data Science & Analytics

Linearmodels

Panel data, IV/GMM, system regression. PanelOLS (FE/RE), BetweenOLS, Fama-MacBeth, IV2SLS/LIML/GMM, SUR, 3SLS, Driscoll-Kraay SEs. Use for RE/between, system estimation, or GMM. Complements pyfixest (FE + DiD) and statsmodels (GLM + time series).

Publisher / source
brycewang-stanford/Auto-Empirical-Research-Skills (found on GitHub top repositories)
Upstream record
brycewang-stanford/Auto-Empirical-Research-Skills
Version
Version 1
Published
Publication review
Approved for publication
Content fingerprint
1b5858b3fdae606a4251feb2608c53ab1a8c2a7a3e8e265f5838dfd189f14d13