Econometrics in Panel data?

beliavsky at aol.com beliavsky at aol.com
Tue May 9 00:45:44 CEST 2006


DeepBlue wrote:
> Hi all,
>
> I am new to Python. Just wondering can Python able to do econometric
> regression in either Time-series or pooled (panel) data? As well as test
> for hetero, autocorrelation, or endogeneity?
> Thank you!

NumPy can do linear regression, and one can certainly program any
statistical algorithm in it. For the fairly advanced statistical
methods you are interested in, however, it may be easiest to call R
from Python using the methods described at
http://www.omegahat.org/RSPython/index.html .




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