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v1.0.0 - Stable Release

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@guhaase guhaase released this 02 Mar 00:18
· 14 commits to main since this 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