linearmodels
Kevin Sheppard · Econometrics & causal inference
Python package by Kevin Sheppard adding panel data, instrumental-variable, system (SUR/3SLS) and asset-pricing estimators missing from statsmodels
3 tools
Kevin Sheppard · Econometrics & causal inference
Python package by Kevin Sheppard adding panel data, instrumental-variable, system (SUR/3SLS) and asset-pricing estimators missing from statsmodels
statsmodels developers (NumFOCUS) · Econometrics & causal inference
Python library for estimating statistical and econometric models with R-style formulas, rich result summaries and tests: OLS, GLM, discrete choice, ARIMA, state space, VAR and more
The Wharton School, University of Pennsylvania · Market & fundamentals data
Institution-subscribed research data platform from Wharton hosting CRSP, Compustat, TAQ, OptionMetrics and dozens of other vendors' databases with web queries, SQL, SAS, Python and R access
Page 1 of 1
Share this view: /tools?category=hf-finance-research&use=write-papers