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GitHub / suahjl / paneleventstudy
This Python package implements the panel (and single entity) event study models, covering the naive two-way fixed effects implementation, and the interaction-weighted implementation from Sun and Abraham (2021) (derived from https://github.com/lsun20/EventStudyInteract).
JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/suahjl%2Fpaneleventstudy
Stars: 3
Forks: 0
Open Issues: 0
License: mit
Language: Jupyter Notebook
Repo Size: 1.3 MB
Dependencies:
6
Created: almost 2 years ago
Updated: 9 months ago
Last pushed: almost 2 years ago
Last synced: 6 days ago
Files
Dependencies
- linearmodels >=4.27
- numpy >=1.23.0
- pandas >=1.4.3
- plotly >=5.9.0
- statsmodels >=0.13.2
- sympy >=1.10.1