Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.
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May 3, 2026 - Python
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panel-data
Here are 411 public repositories matching this topic...
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
panel regression ols gmm iv linear-models asset-pricing panel-data fixed-effects random-effects instrumental-variable statistical-model between-estimator first-difference clustered-standard-errors pooled-ols panel-models panel-regression seemingly-unrelated-regression fama-macbeth
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Aug 31, 2026 - Python
Advanced and Fast Data Transformation in R
data-science cran r statistics time-series high-performance data-transformation scientific-computing econometrics rstats data-analysis data-manipulation data-processing weights panel-data weighted data-aggregation
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Aug 31, 2026 - C
DEPRECATED, now in sktime - companion package for deep learning based on TensorFlow
machine-learning deep-learning time-series scikit-learn neural-networks longitudinal-data panel-data time-series-classification time-series-forecasting time-series-regression
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Aug 2, 2024 - Python
Difference-in-Differences causal inference in Python. Callaway-Sant'Anna, Synthetic DiD, Honest DiD, event studies. sklearn-like API, validated against R.
data-science statistics analytics economics econometrics sensitivity-analysis causal-inference treatment-effects synthetic-control panel-data did event-study marketing-analytics survey-design difference-in-differences geo-experiments staggered-adoption parallel-trends
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Aug 31, 2026 - Python
An Extensible Suite of High-Performance and Low-Dependency Packages for Statistical Computing and Data Manipulation in R
c data-science r time-series cpp high-performance data-transformation rstats data-manipulation weights panel-data data-aggregation statistical-computing low-dependency
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Apr 24, 2026 - R
StatsPAI is the first Agent-native Python library for causal inference and applied econometrics — unified API, broad cross-method coverage, structured result objects, machine-readable schemas, Skills, an MCP server, and R/Stata parity validation.
python data-science statistics mcp stata econometrics rstats policy-evaluation causal-inference treatment-effects synthetic-control panel-data ai-agents instrumental-variables difference-in-differences causal-discovery regression-discontinuity double-machine-learning llm agent-native
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Aug 31, 2026 - Python
Automation framework for machine learning, forecasting, model evaluation, and interpretation.
r timeseries h2o regression supervised-learning xgboost classification gpu-acceleration lightgbm unsupervised-learning automl panel-data multiclass-classification automated-machine-learning catboost
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Aug 23, 2026 - R
Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables
regression economics iv panel-data fixed-effects clustered-standard-errors instrumental-variables categorical-variables
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Sep 1, 2026 - Julia
difference-in-differences in Python
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Apr 12, 2026 - Python
Evidence-first AI workflow for economic and financial research: literature → identification → data → econometrics → verifiable LaTeX. 43 data sources, 58 method modules, 18 AI skills, 30 journal templates.
python finance latex open-science econometrics causal-inference panel-data did empirical-research difference-in-differences academic-research research-workflow
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Sep 1, 2026 - Python
Stata-aligned econometrics for Python, with field-level validation across the documented support surface.
python finance ai stata regression economics econometrics causal-inference panel-data fixed-effects social-science instrumental-variables difference-in-differences regression-discontinuity vibe-coding
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Aug 30, 2026 - Python
Implementing Local Projections Difference-in-Differences (LP-DiD) estimators
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Feb 24, 2026 - Stata
Fixedeffectmodel: panel data modeling in Python
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Feb 21, 2022 - Jupyter Notebook
R package to easily build panel data sets from the PSID
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Nov 7, 2024 - R
Online supplementary materials of “Three extensions of the random intercept cross-lagged panel model” by Mulder and Hamaker (2021).
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Oct 21, 2024 - HTML
Bayesian Inference of Complex Panel Data
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Apr 27, 2026 - R
The replication data and files for Liangjun Su, Zhentao Shi and Peter Phillips (2016, Econometrica): “Identifying Latent Structures in Panel Data”
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Jan 26, 2025 - MATLAB
fast synthetic control estimators for panel data problems
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Mar 22, 2026 - Jupyter Notebook
an R package for testing, estimating and evaluating the Panel Smooth Transition Regression (PSTR) model.
bootstrap cran evaluation parallel-computing regression modelling panel-data linearity heterogeneity nonlinearity smooth-transition wild-bootstrap wild-cluster-bootstrap model-specifition pstr-model transition-variables bootstrap-test
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Jul 6, 2026 - R
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