py-why / py-why/EconML

Panel wrapper for DML

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#94 13 comments 2 reactions 1 assignee View on GitHub

@kbattocchi is already working on this.

Since Oct 1, 2019.

enhancement
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Description

Panel data have several intricacies that we might want to create a panel wrapper to our estimators that call our estimators in the right way when the data have a panel structure. We might want to add accompanying applications of the panel wrapper to pricing applications.

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