linearmodels (conda): Linear (regression) models for Python. Extends statsmodels with Panel regression, instrumental variable estimators, system estimators and models for estimating asset pricing models.
Keywords: asset-pricing|between-estimator|clustered-standard-errors|fama-macbeth|first-difference|fixed-effects|gmm|instrumental-variable|iv|linear-models|ols|panel|panel-data|panel-models|panel-regression|pooled-ols|random-effects|regression|seemingly-unrelated-regression|statistical-model