This python package estimates dynamic panel data model using difference GMM and system GMM.
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Dec 15, 2025 - Jupyter Notebook
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dynamic-panel-data
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Forecasting with Bayesian Panel Vector Autoregressions
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Sep 3, 2026 - C++
By using dynamic panel models, I provide a macro-level understanding of the relationships between a country in conflict, not in conflict, and whether this affects the economic performance in the short and long-term.
econometrics economic-development conflict r-programming economic-data panel-data time-series-analysis macroeconomics world-bank r-studio economic-analysis panel-data-analysis dynamic-panel-data
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Jul 10, 2024
Experimental Python implementation of Difference/System GMM for dynamic panel data. Inspired by Stata's xtabond2.
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May 12, 2026 - Python
Dynamic panel GMM estimation in Julia - Arellano-Bond, Blundell-Bond, Anderson-Hsiao, with robust/Windmeijer SEs and diagnostics
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Aug 12, 2026 - Julia
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