Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.

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

Advanced and Fast Data Transformation in R

DEPRECATED, now in sktime - companion package for deep learning based on TensorFlow

An Extensible Suite of High-Performance and Low-Dependency Packages for Statistical Computing and Data Manipulation in R

Automation framework for machine learning, forecasting, model evaluation, and interpretation.

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

difference-in-differences in Python

Fixedeffectmodel: panel data modeling in Python

Implementing Local Projections Difference-in-Differences (LP-DiD) estimators

R package to easily build panel data sets from the PSID

Online supplementary materials of “Three extensions of the random intercept cross-lagged panel model” by Mulder and Hamaker (2021).

Bayesian Inference of Complex Panel Data

The replication data and files for Liangjun Su, Zhentao Shi and Peter Phillips (2016, Econometrica): “Identifying Latent Structures in Panel Data”

fast synthetic control estimators for panel data problems

an R package for testing, estimating and evaluating the Panel Smooth Transition Regression (PSTR) model.

A tool for performing cross-validation with panel data

A modern synthesis of design-based causal inference and panel data methods for marketing analytics, featuring Synthetic Control, DiD, Matrix Completion, and DML.

SMARTboost (boosting of smooth symmetric regression trees)

TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy"