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Collection of python libraries for doing basic econometrics/etc. #49

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jlperla opened this issue Jun 22, 2018 · 0 comments

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jlperla commented Jun 22, 2018

@schrimpf We can add some links to this issue if you like.
More general stuff:

See https://lectures.quantecon.org/py/ols.html
https://github.com/statsmodels/statsmodels seems to be a big one, is pretty comprehensive for basics, and is compatible with pandas dataframes. https://github.com/statsmodels/statsmodels
https://bashtage.github.io/linearmodels/doc/iv/methods.html#linearmodels.iv.model.IV2SLS

For spatial stuff, which is another interesting topic

http://pysal.readthedocs.io/en/latest/library/spreg/twosls.html for example, which is part of the http://pysal.readthedocs.io/en/latest/index.html library (seems to have 424 github stars).

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