Note
Stable documentation for the latest release is located at doc. Documentation for recent developments is located at devel.
Estimation and inference in some common linear models:
Panel Data Models
PanelOLS
)RandomEffects
)FirstDifferenceOLS
)BetweenOLS
)PooledOLS
)FamaMacBeth
)Single equation Instrumental Variables (IV) models
IV2SLS
)IVLIML
)IVGMM
)IVGMMCUE
)System Regression Estimators
SUR
)IV3SLS
)IVSystemGMM
)Asset Pricing Model Estimation and Testing
LinearFactorModel
)LinearFactorModelGMM
)TradedFactorModel
)