Panel Data

ddinteract: Double-Demeaned Interactions Estimator

A Python package for estimating two-way fixed-effects models with interaction terms via the double-demeaning (within) transformation.

May 3, 2026

On the stability of the CAPM before and after the financial crisis: Panel evidence from the Johannesburg Securities Exchange

JEL Codes G01, G12, C23

Oct 16, 2017