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bashtage/linearmodels

@bashtage

Additional linear models including instrumental variable and panel data models that are missing from statsmodels.

Stars
1,066
Forks
198
Language
Python
License
NCSA
Last push
22 hours ago
Pythongmmpanellinear-modelsregressionpanel-dataasset-pricingbetween-estimatorclustered-standard-errorsfama-macbethfirst-differencefixed-effectsinstrumental-variableivolspanel-modelspanel-regressionpooled-olsrandom-effectsseemingly-unrelated-regressionstatistical-model

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