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Advanced and Fast Data Transformation in R
https://github.com/bashtage/linearmodels
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
https://github.com/fastverse/fastverse
An Extensible Suite of High-Performance and Low-Dependency Packages for Statistical Computing and Data Manipulation in R
sktime-dl
DEPRECATED, now in sktime - companion package for deep learning based on TensorFlow
https://github.com/functime-org/functime
Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.
https://github.com/andyphilips/qdmean
Stata and R programs to automatically quasi-demean regressors following FGLS-RE or MLE-RE regression
https://github.com/corybrunson/econpanel
R package for economic experts panel survey data
groupedpaneldatamodels
A Python package that implements the most commonly used Grouped Panel Data Models
dptm
Dynamic Panel Multiple Threshold Model with Fixed Effects Based on Maximum Likelihood Estiamtion and MCMC
https://github.com/andyphilips/mkduration
Stata command to create duration variable with binary cross-sectional time series data
