There are 6 repositories under panel-data topic.
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.
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
The Random Intercept-Cross Lagged Panel Model with extensions. Code provided for Mplus and Lavaan (R).
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)
TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy"
R tools related to panel data analysis and optimization
Official mirror of the actively maintained repo on sourceforge
Unobserved Effects Models (Panel Data Econometrics) -> For Beta Test
Adive is a web and admin panel generator, a great alternative to manage MySQL databases with custom User Interface.
Solution for ENS - Societe Generale Challenge (1st place).
Replication code for "RNN-based counterfactual prediction, with an application to homestead policy and public schooling"
Code Used for the Publication of a Case Study with Panel Data
Python implementation of the Interactive Fixed Effects Estimator for panel data presented in Bai (2009).
Scripts to the build a balanced panel of the 2013 NYC Taxi Data
provides R codes for all the experiments in the paper "Panel Smooth Transition Regression Models"
A tool for performing cross-validation with panel data
semiparametric 2-period DiD estimators for the ATT
Approximate Bayesian inference for mixed effects models with heterogeneity
R package for economic experts panel survey data
'XTARIMAU': module to find the best [S]ARIMA[X] models in heterogeneous panels with the help of arimaauto
code repo for "Performance evaluation for forecasting modeling with spatiotemporal structures in data"
High-level information such as: number of panelists each day, can be used in order to identify outlier periods by using simple transformations and indexes. The project is a practical example of identifying outlier months based on number of participants for each day in order to assure the data quality.
'XTMIPOLATEU': module to replace missing values in a time series, two- or multidimensional varlist with interpolated (extrapolated) ones