If you have experience with R or want a quick way to generate a regression with statsmodels using a pandas DataFrame, you can use R-style formulas. First, you need to import statsmodels and its ...
This is a preview. Log in through your library . Abstract We consider the semi-parametric regression model Y = X t β + Φ(Z) where β and Φ(·) are unknown slope coefficient vector and function, and ...
This is a preview. Log in through your library . Abstract We consider the dynamic regression model with lagged endogenous variables and moving average disturbances, when some observations on the ...