An efficient integrated panel and GARCH estimator
pip install paneltime==1.2.10
# Paneltime Author: Espen Sirnes Version: 1.1.6 This package integrates paneldata estimation with a very efficient ARIMA/GARCH estimator. ## Installation Use standard "pip install paneltime" for installation For compiling the custum clibrary (sparse matrix inversion): numpy (will be installed anyway, but required in advance for compilation of custom c-library) If you are NOT installing on Windows, make sure these requirements are satisfied before you install: ## For GUI: Tkinter: From root, "apt python3-tk" in Linux ## For matplotlib to be installed: pk-konfig: From root, "apt pk-konfig" in Linux Freetype : From root, "apt install libfreetype6 libfreetype6-dev" in Linux)