Kevin Sheppard
Kevin Sheppard
**Asset Pricing** - [x] Asset pricing DRY **System** - [x] HAC Covariance **Panel** - [ ] Test panel covariance estimators - [x] Add automatic bandwidth to all HAC estimators **General**...
I have written a function called `AbsorbingLS` that can [absorb a large number (millions) of categorical variables or categorical interactions](https://bashtage.github.io/linearmodels/devel/iv/absorbing.html). It is implemented using a Frisch-Waugh-Lovell step where the categoricals...
Has missing value handling been implemented? If so, is there any way to configure what to do? I would like to examine moving linearmodels to formulaic since I would really...
### Describe the issue: `get_info` is needed to locate various libraries and headers for building extension modules. It is located in `from numpy.distutils.misc_util`, and importing it seems to lead to...
This PR was automatically created by Snyk using the credentials of a real user.Snyk has created this PR to fix one or more vulnerable packages in the `pip` dependencies of...
This PR was automatically created by Snyk using the credentials of a real user.Snyk has created this PR to fix one or more vulnerable packages in the `pip` dependencies of...
This PR was automatically created by Snyk using the credentials of a real user.Snyk has created this PR to fix one or more vulnerable packages in the `pip` dependencies of...
This PR was automatically created by Snyk using the credentials of a real user.Snyk has created this PR to fix one or more vulnerable packages in the `pip` dependencies of...
This PR was automatically created by Snyk using the credentials of a real user.Snyk has created this PR to fix one or more vulnerable packages in the `pip` dependencies of...