Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.

Additional linear models including instrumental variable and panel data models that are missing from statsmodels.

Advanced and Fast Data Transformation in R

DEPRECATED, now in sktime - companion package for deep learning based on TensorFlow

An Extensible Suite of High-Performance and Low-Dependency Packages for Statistical Computing and Data Manipulation in R

R package for automation of machine learning, forecasting, model evaluation, and model interpretation

Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables

difference-in-differences in Python

Fixedeffectmodel: panel data modeling in Python

R package to easily build panel data sets from the PSID

The Random Intercept-Cross Lagged Panel Model with extensions. Code provided for Mplus and the R package lavaan.

Bayesian Inference of Complex Panel Data

The replication data and files for Liangjun Su, Zhentao Shi and Peter Phillips (2016, Econometrica): “Identifying Latent Structures in Panel Data”

an R package for testing, estimating and evaluating the Panel Smooth Transition Regression (PSTR) model.

This repository has been transferred to jeroendmulder.github.io/RI-CLPM for easier maintenance. The Github Pages automatically redirects to the new Github Page.

SMARTboost (boosting of smooth symmetric regression trees)

A tool for performing cross-validation with panel data

TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy"

Official mirror of the actively maintained repo on sourceforge

Unobserved Effects Models (Panel Data Econometrics) -> For Beta Test