econometrics
bgod
Calculate test statistics for autocorrelation
bols
The between estimator is an alternative, usually less efficient estimator, can can be used to
bpag
Calculate test statistics for heteroscedasticity
clean
Clean up NaNs from the dataset
coint
Calculate cointegration tests between variable number of input series
comparison
Compare regression results between Panel Data regressions.
dwat
Calculate test statistics for Durbin Watson autocorrelation
fdols
First differencing is an alternative to using fixed effects when there might be correlation.
fe
When effects are correlated with the regressors the RE and BE estimators are not consistent.
garch
Calculates volatility forecasts based on GARCH.
get_regression_data
This function creates a DataFrame with the required regression data as
granger
Calculate granger tests
load
Load custom file into dataframe.
norm
The distribution of returns and generate statistics on the relation to the normal curve.
ols
Performs an OLS regression on timeseries data. [Source: Statsmodels]
options
Obtain columns-dataset combinations from loaded in datasets that can be used in other commands
panel
Based on the regression type, this function decides what regression to run.
pols
PooledOLS is just plain OLS that understands that various panel data structures.
re
The random effects model is virtually identical to the pooled OLS model except that is accounts for the
root
Calculate test statistics for unit roots