Skip to content

bashtage/linearmodels

Error
Looks like something went wrong!

About

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

bashtage.github.io/linearmodels/

Topics

panel regression ols gmm iv linear-models asset-pricing panel-data fixed-effects random-effects instrumental-variable statistical-model between-estimator first-difference clustered-standard-errors pooled-ols panel-models panel-regression seemingly-unrelated-regression fama-macbeth

Resources

Readme

License

NCSA license
Activity

Stars

988 stars

Watchers

25 watching

Forks

186 forks
Report repository

Releases 45

Version 6.1 Latest
Sep 24, 2024
+ 44 releases

Packages

No packages published

Contributors 15

Languages