panel-data topic
linearmodels
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
sktime-dl
DEPRECATED, now in sktime - companion package for deep learning based on TensorFlow
FixedEffectModels.jl
Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables
collapse
Advanced and Fast Data Transformation in R
AutoQuant
R package for automation of machine learning, forecasting, model evaluation, and model interpretation
fastverse
An Extensible Suite of High-Performance and Low-Dependency Packages for Statistical Computing and Data Manipulation in R
C-Lasso
The replication data and files for Liangjun Su, Zhentao Shi and Peter Phillips (2016, Econometrica): “Identifying Latent Structures in Panel Data”
PSTR
an R package for testing, estimating and evaluating the Panel Smooth Transition Regression (PSTR) model.
FixedEffectModel
Fixedeffectmodel: panel data modeling in Python
functime
Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.