There are 1 repository under fixed-effects topic.
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables
Linear, IV and GMM Regressions With Any Number of Fixed Effects
Poisson pseudo-likelihood regression with multiple levels of fixed effects
Fast estimation of generalized linear models with high dimensional categorical variables in Julia
Estimate an AKM-style two-way fixed effects model using Canadian matched employer-employee data.
Regression-based multi-period difference-in-differences with heterogenous treatment effects
Bias reduced fixed effect generalized linear models
Econometrics II workshop (2025).
The repository provides state-of-arts machine-learning approaches to revamping firm fixed effects models in finance studies.
This repository introduces how to run fixed effects models and do some hypothesis testing in Stata.
Using Fixed Effect, Random Effect and Hausman Taylor IV to estimate the impacts on wage
Raw files for a document covering different approaches to dealing with dependent data.
Sabanci University ECON 301 (Econometrics) Problem Set Solutions & Stata Analysis
Form fixed effect groups through K-means clustering
a meta-analysis on the effect of intravenous magnesium on myocardial infarction
Connecting the Sustainable Development Goals with climate change and the energy transition
Regression analysis of the Economic Freedom Index. A project for Algorithms class at Columbia.
Some files and code from my master thesis about profit shifting among Swiss multinational enterprises.
As part of this project, we have used Regression Analysis on top of a panel data on Guns in USA to determine the "Effect of Shall-Carry Law on Violence Rate and Incarceration Rate in United States".
OLS regression with possibility of controlling for fixed effects and robust standard errors
Monte Carlo Simulation comparing the performance of various estimators for panel data with binary dependent variable models
Project for the 2021/22 Advanced Econometrics class at the Faculty of Economic Sciences, University of Warsaw. In this project we build FE and RE panel data models to assess the relationship between firm performance and CEO gender.
Age-Gender-Country-Specific Death Rates Modelling and Forecasting: A Linear Mixed-Effects Model
Can corruption be held responsible for deforestation?: I analyzed the impact of corruption on deforestation across countries using a 22-year panel dataset with entity and time fixed effects.
Full Python implementation of Aymeric et al.'s (2025) methodology for investigating the causal impact of parental environment on student achievement. Implements OLS regression and IV-2SLS instrumental variable estimation with school/year fixed effects, cluster-robust standard errors, & systematic diagnostics. Reproduces 33 models from the study.
XTGLS2: Stata module to estimate General GLS estimator for large N, small T panel data models
XTTEST4: Stata module to calculate heterokedasticity tests for fixed effects models
The main aim of this code is to measure the co-movements along 9 different currencies.
Reproducible MVP on EU telework, skills and job quality (NUTS2, Eurostat). Python/statsmodels FE, optional Stata .do files, live Streamlit demo.
Estimating pooled, fixed, and random effects models on S&P 500 excess returns to test Fama–French factor sensitivities across firms and sectors.
县域经济增长影响因素实证分析 | Python + Stata + LaTeX 完整工作流