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| og:image:alt | Hi,
we have implemented the Arellano Bond estimator based on this previous implementation: https://gist.github.com/toobaz/6d01be09bbd56de7038fe8ff26780138.
We have two comments:
The AB estimator i... |
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| [WIP] Arellano bond panel data | https://github.com/bashtage/linearmodels/pull/421#top |
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| Mar 23, 2022 | https://github.com/bashtage/linearmodels/pull/421#issue-1178422037 |
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| linearmodels/panel/model.py | https://github.com/bashtage/linearmodels/blob/0e9a9028d68184ef6f274ca63153aa919d1e8e51/linearmodels/panel/model.py |
| Line 3142:57 | https://github.com/bashtage/linearmodels/blob/0e9a9028d68184ef6f274ca63153aa919d1e8e51/linearmodels/panel/model.py#L3142 |
| W605 | https://duckduckgo.com/?q=pep8%20W605 |
| Line 3222:100 | https://github.com/bashtage/linearmodels/blob/0e9a9028d68184ef6f274ca63153aa919d1e8e51/linearmodels/panel/model.py#L3222 |
| E501 | https://duckduckgo.com/?q=pep8%20E501 |
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| E501 | https://duckduckgo.com/?q=pep8%20E501 |
| Line 3292:100 | https://github.com/bashtage/linearmodels/blob/0e9a9028d68184ef6f274ca63153aa919d1e8e51/linearmodels/panel/model.py#L3292 |
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| 0e9a902 | https://github.com/bashtage/linearmodels/commit/0e9a9028d68184ef6f274ca63153aa919d1e8e51 |
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| 21d0591 | https://github.com/bashtage/linearmodels/commit/21d059199925b51075ac2139e6d8ab44fdd17938 |
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| 21d0591...0e9a902 | https://codecov.io/gh/bashtage/linearmodels/pull/421?src=pr&el=lastupdated&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=Kevin+Sheppard |
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| Please reload this page | https://github.com/bashtage/linearmodels/pull/421 |
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| black and isort formatting | https://github.com/bashtage/linearmodels/pull/421/commits/0e9a9028d68184ef6f274ca63153aa919d1e8e51 |
| 0e9a902 | https://github.com/bashtage/linearmodels/pull/421/commits/0e9a9028d68184ef6f274ca63153aa919d1e8e51 |
| https://github.com/jaimeoliver1 |
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| Mar 24, 2022 | https://github.com/bashtage/linearmodels/pull/421#issuecomment-1077384003 |
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| Please reload this page | https://github.com/bashtage/linearmodels/pull/421 |
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| Mar 24, 2022 | https://github.com/bashtage/linearmodels/pull/421#issuecomment-1077840639 |
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| Jul 15, 2022 | https://github.com/bashtage/linearmodels/pull/421#issuecomment-1185339656 |
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| here | https://github.com/bashtage/linearmodels/blob/6d52bd953344efe84ce33786f061edc6cf36e4ac/linearmodels/tests/panel/results/execute-stata-simulated-data.py#L32 |
| here | https://rdrr.io/cran/panelvar/man/abdata.html |
| results_file | https://github.com/bashtage/linearmodels/blob/main/linearmodels/tests/panel/results/stata-panel-simulated-results.txt |
| here | https://github.com/bashtage/linearmodels/blob/main/linearmodels/tests/panel/test_simulated_against_stata.py#L22. |
| Please reload this page | https://github.com/bashtage/linearmodels/pull/421 |
| https://github.com/jaimeoliver1 |
| jaimeoliver1 | https://github.com/jaimeoliver1 |
| Jul 15, 2022 | https://github.com/bashtage/linearmodels/pull/421#issuecomment-1185364264 |
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Panel regression with lagged dependent variables
| https://github.com/bashtage/linearmodels/issues/95 |
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