Additional linear models including instrumental variable and panel data models that are missing from statsmodels.

Linear, IV and GMM Regressions With Any Number of Fixed Effects

Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables

Poisson pseudo-likelihood regression with multiple levels of fixed effects

Source code repository for the R package lfe on CRAN.

Summary and diagnostic information for evaluating within-fixed-effect variation.

Fast estimation of generalized linear models with high dimensional categorical variables in Julia

Estimate an AKM-style two-way fixed effects model using Canadian matched employer-employee data.

Regression-based multi-period difference-in-differences with heterogenous treatment effects

Bias reduced fixed effect generalized linear models

Econometrics II workshop (2025).

The repository provides state-of-arts machine-learning approaches to revamping firm fixed effects models in finance studies.

This repository introduces how to run fixed effects models and do some hypothesis testing in Stata.

Sabanci University ECON 301 (Econometrics) Problem Set Solutions & Stata Analysis

Using Fixed Effect, Random Effect and Hausman Taylor IV to estimate the impacts on wage

No description provided.

Raw files for a document covering different approaches to dealing with dependent data.

Form fixed effect groups through K-means clustering

Estimating price elasticity using panel data and fixed-effects models, with revenue simulations to inform pricing decisions in large-scale marketplace settings.

End-to-End Python implementation of Muço’s (2025) corruption measurement framework. Combines NLP pipeline (regex extraction, Porter stemming, TF-IDF), PCA-based dimensionality reduction, and fixed-effects OLS to quantify institutional quality from Brazilian audit reports. Includes supervised learning robustness checks and LOO sensitivity analysis.

Some files and code from my master thesis about profit shifting among Swiss multinational enterprises.

Connecting the Sustainable Development Goals with climate change and the energy transition

Applied econometric analysis of minimum wage policy using U.S. state-level panel data (TWFE).

As part of this project, we have used Regression Analysis on top of a panel data on Guns in USA to determine the "Effect of Shall-Carry Law on Violence Rate and Incarceration Rate in United States".

a meta-analysis on the effect of intravenous magnesium on myocardial infarction

Regression analysis of the Economic Freedom Index. A project for Algorithms class at Columbia.

OLS regression with possibility of controlling for fixed effects and robust standard errors

Can corruption be held responsible for deforestation?: I analyzed the impact of corruption on deforestation across countries using a 22-year panel dataset with entity and time fixed effects.

Full Python implementation of Aymeric et al.'s (2025) methodology for investigating the causal impact of parental environment on student achievement. Implements OLS regression and IV-2SLS instrumental variable estimation with school/year fixed effects, cluster-robust standard errors, & systematic diagnostics. Reproduces 33 models from the study.

Event study of knowledge spillovers from mentor arrivals in Italian firms — AKM decomposition + Sun-Abraham staggered DID with VWH data (1975-2014)