Panel Data Python Packages

linearmodels

Additional linear models including instrumental variable and panel data models that are missing from statsmodels.

diff-diff

Difference-in-Differences causal inference in Python. Callaway-Sant'Anna, Synthetic DiD, Honest DiD, event studies. sklearn-like API, validated against R.

statspai

StatsPAI is the first Agent-native Python library for causal inference and applied econometrics — unified API, broad cross-method coverage, structured result objects, machine-readable schemas, Skills, an MCP server, and R/Stata parity validation.

differences

difference-in-differences in Python

panelsplit

A tool for performing cross-validation with panel data

geoexp

Geo-experiment design on top of augsynth-py: market selection, power-based design ranking, and experiment reporting

finai-research-workflow

Evidence-first AI workflow for economic and financial research: literature → identification → data → econometrics → verifiable LaTeX. 43 data sources, 58 method modules, 18 AI skills, 30 journal templates.

fixedeffectmodel

Fixedeffectmodel: panel data modeling in Python

stataflow

Stata-aligned econometrics for Python, with field-level validation across the documented support surface.

socioverse2

SocioVerse2: A Longitudinal Dynamic Social Simulation Framework under a Human-AI Co-evolutionary Paradigm

panelcast

Hierarchical Bayesian prediction for bounded scores of events nested in entities over time — configured by one YAML descriptor.

paneldx

Validate longitudinal dataset as what it claims to be. Entity-key verification, leakage detection, cumulative-counter traps and naive baselines, as a library, a CLI and a CI gate.

pyxtabond2

PyXtabond2: Dynamic Panel Data Estimation in Python

diddesign

Double Difference-in-Differences for Python — GMM-optimal combination of multiple pre-treatment periods with bootstrap inference, diagnostic tools, and publication-ready plotting (Egami & Yamauchi, 2023).

panelformer

Transformer-based model for accurate and scalable panel time series forecasting. Builds on Temporal Fusion Transformer with innovations like segment-wise attention, multi-scale decomposition, and cross-entity attention.

scspill

Bayesian Synthetic Control with Spillovers in Python

factor-factory

Domain-agnostic factor-model + analysis-pipeline framework with Protocol-based pluggable engines (DiD, SDID, SCM, RDD, survival, event study, mediation, het-TE, …) and first-class jellycell tearsheet integration.

groupedpaneldatamodels

A Python package that implements the most commonly used Grouped Panel Data Models

pyxthreg

High-Performance Panel Threshold Regression in Python

equitrends

Equivalence tests for pre-trends in Difference-in-Differences estimation. Implements max, mean, and RMS tests from Dette & Schumann (2024, JBES).

did-imputation

Borusyak-Jaravel-Spiess (2024) difference-in-differences imputation estimator with event-study plots for Python.

panelexpr

A simple panel data evaluator

xtbreak

Bai–Perron structural break detection and estimation for time series and panel data. Tests for breaks, estimates break dates with confidence intervals, and selects break counts via sequential testing or information criteria.

stochastic-frontier-analysis

Stochastic Frontier Analysis with Python. ML and Bayesian estimation.