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

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

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

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.

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

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

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

Form fixed effect groups through K-means clustering

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.