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Linearmodels 3.0 Release
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@bashtage bashtage released this 21 May 22:29
3.0
4f9e8f3

New features:

  • Linear Asset Pricing Models
    • GMM
    • 2-step
    • Seemingly Unrelated Regression for Traded Factors
  • Fama-MacBeth estimator for Panel models
  • Autocorrelation (only) robust estimator for Panel models

Other:

  • Doc improvements
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