Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.
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Jun 29, 2024 - Python
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
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Jun 16, 2025 - Python
Advanced and Fast Data Transformation in R
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Jun 11, 2025 - C
DEPRECATED, now in sktime - companion package for deep learning based on TensorFlow
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Aug 2, 2024 - Python
An Extensible Suite of High-Performance and Low-Dependency Packages for Statistical Computing and Data Manipulation in R
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May 15, 2025 - R
R package for automation of machine learning, forecasting, model evaluation, and model interpretation
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Apr 29, 2025 - R
Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables
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Apr 19, 2025 - Julia
difference-in-differences in Python
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Jan 17, 2024 - Python
Fixedeffectmodel: panel data modeling in Python
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Feb 21, 2022 - Jupyter Notebook
Implementing Local Projections Difference-in-Differences (LP-DiD) estimators
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Jun 9, 2025 - Stata
R package to easily build panel data sets from the PSID
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Nov 7, 2024 - R
Online supplementary materials of “Three extensions of the random intercept cross-lagged panel model” by Mulder and Hamaker (2021).
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Oct 21, 2024 - HTML
Bayesian Inference of Complex Panel Data
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Jun 18, 2025 - R
The replication data and files for Liangjun Su, Zhentao Shi and Peter Phillips (2016, Econometrica): “Identifying Latent Structures in Panel Data”
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Jan 26, 2025 - MATLAB
fast synthetic control estimators for panel data problems
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May 18, 2025 - Jupyter Notebook
A tool for performing cross-validation with panel data
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Apr 4, 2025 - Python
an R package for testing, estimating and evaluating the Panel Smooth Transition Regression (PSTR) model.
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May 24, 2025 - R
This repository has been transferred to jeroendmulder.github.io/RI-CLPM for easier maintenance. The Github Pages automatically redirects to the new Github Page.
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Jul 20, 2022
SMARTboost (boosting of smooth symmetric regression trees)
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Feb 12, 2025 - Julia
TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy"
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Apr 17, 2021 - R