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v1.0.0 - Stable Release
First stable release of PanelBox — a Python library for panel data econometrics.
Features
- Arellano-Bond Difference GMM estimator
- Blundell-Bond System GMM estimator
- GMM-style and IV-style instrument construction
- One-step and two-step estimation with Windmeijer-corrected standard errors
- Arellano-Bond AR(1)/AR(2) autocorrelation tests
- Hansen/Sargan over-identification tests
- Overfit diagnostics
- Instrument collapsing support
- Report system with interactive Plotly charts
- Comprehensive test suite