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spillz/Dynamic Fixed Effects Panel Data Model.ipynb

Last active February 17, 2022 19:41
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Demonstrate dynamic panel data estimation using IV in linearmodels
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Dynamic Fixed Effects Panel Data Model.ipynb
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@toobaz
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toobaz commented Feb 17, 2022

Is there any timeline on linearmodels introducing support? would be interested in collaborating if necessary

@jaimeoliver1 I think this is the related issue: bashtage/linearmodels#95

@spillz
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spillz commented Feb 17, 2022

I don't have time to work on this but you have my blessing to use this code in any way you see fit. Also, to be clear I have no affiliation with either linearmodels or statsmodels projects. This code just scratched a personal itch.

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