ANN: linearmodels 2.0

[Kevin Sheppard]

Linear (regression) models for Python. Extends statsmodels to include Panel regression and instrumental variable estimators:

• Panel regression with fixed effects (maximum two-way)
• First difference regression
• Between estimator for panel data
• Pooled regression for panel data
• Two-stage Least Squares
• Limited Information Maximum Likelihood
• k-class Estimators
• Generalized Method of Moments, also with continuously updating

Designed to work equally well with NumPy, Pandas or xarray data.

A replacement for pandas now deprecated plm.PanelOLS. See http://bashtage.github.io/linearmodels/doc/panel/pandas.html for differences with the plm.PanelOLS.

Python 3.5+ only.  @ (matmul) and keyword-only arguments are both too helpful to ignore this module.

[Ariel Katz]

This looks awesome!