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
Name | Type | Description | Default | Optional |
---|---|---|---|---|
regression_variables | list | The regressions variables entered where the first variable is the dependent variable. | None | True |
data | dict | A dictionary containing the datasets. | None | True |
Returns
Type | Description |
---|---|
Tuple[DataFrame, Any, List[Any], Any] | The dataset used, Dependent variable, Independent variable, First Difference OLS model |