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A package for econometric models and methods

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EconLib

EconLib includes econometric models and methods covered in Green (2011) such as OLS, MLE, GMM, etc. This package is written with the most basic python operations and packages and is intended to be as easy to understand as possible. It is just to showcase the numerical implementation of the econometric methods and is not suitable for computational demanding tasks. It is intended to be easily variability and to act as a starting point for implementing and testing new ideas and methods in econometrics.

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