statsmodels
https://github.com/statsmodels/statsmodels
Python
Statsmodels: statistical modeling and econometrics in Python
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- Issues
- TST: check and add unit tests
- ENH: add GMMIVCF/GLMIVCF control function for endogenous explanatory variable
- DOC: docstrings in robust.norms, improve, reorganize
- TST: check and add unit tests for one parameter models
- REF/Maint: use pandas to_numpy instead of np.asarray
- ENH: Alternative Kernels in HAC estimation
- ENH: Are there any options to allow something like a GLS or WLS in the Ordered Models?
- BUG/REF ? kwargs in RegressionModel.fit OLS, ...
- ENH: treatment effect with multiple treatments, multinomial propensity score
- I wrote a customized state space class but could not figure out the error. Please help.
- Docs
- Python not yet supported