Bols

Get underlying data

econometrics.bols(regression_variables: List[Tuple], data: Dict[str, pandas.core.frame.DataFrame]) -> Tuple[pandas.core.frame.DataFrame, Any, List[Any], Any]

The between estimator is an alternative, usually less efficient estimator, can can be used to estimate model parameters. It is particular simple since it first computes the time averages of y and x and then runs a simple regression using these averages. [Source: LinearModels]

Parameters
----------
regression_variables : list
    The regressions variables entered where the first variable is
    the dependent variable.
data : dict
    A dictionary containing the datasets.

Returns
-------
The dataset used, the dependent variable, the independent variable and
the Between OLS model.