Add linear models including instrumental variable and panel data models that are missing from statsmodels.
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
-
Updated
Jun 10, 2021 - Python
comments in sktime-dl are currently in a different style to sktime. Standardising to conform would be helpful. See, for example, this for style.
https://github.com/alan-turing-institute/sktime/tree/main/sktime/classification