In my free time, I develop R and Python packages that implement various inference procedures for linear regression. Every now and then, I write about these packages on my blog.
Data Scientist @trivago
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py-econometrics/pyfixest
py-econometrics/pyfixest PublicFast High-Dimensional Fixed Effects Regression in Python following fixest-syntax
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fwildclusterboot
fwildclusterboot PublicFast Wild Cluster Bootstrap Inference for Regression Models / OLS in R. Additionally, R port to WildBootTests.jl via the JuliaConnectoR.
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py-econometrics/wildboottest
py-econometrics/wildboottest Publicpython module for wild cluster bootstrapping
Python 7
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