Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
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Updated
Jun 7, 2024 - Python
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
Fast estimation of generalized linear models with high dimensional categorical variables in Julia
Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables
Age-Gender-Country-Specific Death Rates Modelling and Forecasting: A Linear Mixed-Effects Model
Project for the 2021/22 Advanced Econometrics class at the Faculty of Economic Sciences, University of Warsaw. In this project we build FE and RE panel data models to assess the relationship between firm performance and CEO gender.
Linear, IV and GMM Regressions With Any Number of Fixed Effects
The repository provides state-of-arts machine-learning approaches to revamping firm fixed effects models in finance studies.
Estimate an AKM-style two-way fixed effects model using Canadian matched employer-employee data.
This repository introduces how to run fixed effects models and do some hypothesis testing in Stata.
Bias reduced fixed effect generalized linear models
Connecting the Sustainable Development Goals with climate change and the energy transition
OLS regression with possibility of controlling for fixed effects and robust standard errors
Source code repository for the R package lfe on CRAN.
The main aim of this code is to measure the co-movements along 9 different currencies.
Regression analysis of the Economic Freedom Index. A project for Algorithms class at Columbia.
Form fixed effect groups through K-means clustering
Regression-based multi-period difference-in-differences with heterogenous treatment effects
Monte Carlo Simulation comparing the performance of various estimators for panel data with binary dependent variable models
Poisson pseudo-likelihood regression with multiple levels of fixed effects
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