A package to estimate dynamic panel data model using difference GMM and system GMM.
Project description
pydynpd: Dynamic panel estimation for Difference and System GMM (generalized method-of-moments)
Installlation:
pip install pydynpd
usage:
import pandas as pd
from pydynpd import regression
df = pd.read_csv("data.csv")
mydpd = regression.pydynpd('n L(1/2).n w k | gmm(n, 2 4) gmm(w, 1 3) iv(k) | timedumm nolevel', df, ['id', 'year'])
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