linearmodels

【数据与研究】Panel data, IV/GMM, system regression. PanelOLS (FE/RE), BetweenOLS, Fama-MacBeth, IV2SLS/LIML/GMM, SUR, 3SLS, Driscoll-Kraay SEs. Use for RE/between, system estimation, or GMM. Complements pyfixest (FE + DiD) and statsmodels (GLM + time series).

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