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fdols

First differencing is an alternative to using fixed effects when there might be correlation.

Source Code: [link]

openbb.econometrics.fdols(Y: pd.DataFrame, X: pd.DataFrame)

Parameters

NameTypeDescriptionDefaultOptional
regression_variableslistThe regressions variables entered where the first variable is
the dependent variable.
NoneTrue
datadictA dictionary containing the datasets.NoneTrue

Returns

TypeDescription
Tuple[DataFrame, Any, List[Any], Any]The dataset used,
Dependent variable,
Independent variable,
First Difference OLS model