A econometrics algorithms package in Python
Project description
DeepEcon
DeepEcon：Your one-stop Python package for econometric algorithms
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pip install deepecon
Run a regression
from deepecon.estimators import OLS
import pandas as pd
df: pd.DataFrame
y_col = 'y'
X_cols = ['x1', 'x2', 'x3']
ols = OLS(df)
result = ols(y_col, X_cols)
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