linearmodels (pypi): Linear Panel, Instrumental Variable, Asset Pricing, and System Regression models for Python
Keywords: linear models|regression|instrumental variables|IV|panel|fixed effects|clustered|heteroskedasticity|endogeneity|instruments|statistics|statistical inference|econometrics|asset-pricing|between-estimator|clustered-standard-errors|fama-macbeth|first-difference|fixed-effects|gmm|instrumental-variable|iv|linear-models|ols|panel-data|panel-models|panel-regression|pooled-ols|random-effects|seemingly-unrelated-regression|statistical-model