Search Packages

linearmodels

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

diff-diff

Difference-in-Differences causal inference in Python. Callaway-Sant'Anna, Synthetic DiD, Honest DiD, event studies. sklearn-like API, validated against R.

differences

difference-in-differences in Python

panelsplit

A tool for performing cross-validation with panel data

fixedeffectmodel

Fixedeffectmodel: panel data modeling in Python

groupedpaneldatamodels

A Python package that implements the most commonly used Grouped Panel Data Models

panelformer

Transformer-based model for accurate and scalable panel time series forecasting. Builds on Temporal Fusion Transformer with innovations like segment-wise attention, multi-scale decomposition, and cross-entity attention.

panelexpr

A simple panel data evaluator

sktime-dl

Deep learning extension package for sktime, a scikit-learn compatible toolbox for learning with time series data

pyinteractivefixedeffects

Python implementation of the Interactive Fixed Effects estimator presented in Bai (2009).