whats_coming.py

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# Google Summer of Code

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# Multivariate KDE and nonparametric regression
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# Systems of Equations Models
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# Empirical Likelihood estimators
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# Robust Non-Linear Estimators

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# Formulas

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# Continued integration with the formula code. API changes. Feedback welcome!

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# Seasonal Data

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# Multiplicative and Additive SARIMA models, seasonal filtering methods

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# Time Series Models

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# GARCH(1,1), VECM, Bayesian VAR, Fast Kalman filtering and non-linear state-space methods

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# What else?

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# Generalized Additive Models, Mixed Effects Models, Panel Data Models, Censored and Truncated Regression Models (Tobit, Heckman), Instrumental Variables, parallel Monte Carlo...