#计算机科学#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.
#时序数据库#Advanced and Fast Data Transformation in R
#计算机科学#DEPRECATED, now in sktime - companion package for deep learning based on TensorFlow
#时序数据库#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
Implementing Local Projections Difference-in-Differences (LP-DiD) estimators
Online supplementary materials of “Three extensions of the random intercept cross-lagged panel model” by Mulder and Hamaker (2021).
Bayesian Inference of Complex Panel Data
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”
fast synthetic control estimators for panel data problems
#时序数据库#A tool for performing cross-validation with panel data
an R package for testing, estimating and evaluating the Panel Smooth Transition Regression (PSTR) model.
#时序数据库#A tool for performing cross-validation with panel data