Python for Introductory Econometrics

Chapter 18. Advanced Time Series Topics

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import numpy as np
import pandas as pd
import scipy as sp
import scipy.stats as ss

import statsmodels
import statsmodels.api as sm
import statsmodels.formula.api as smf
from statsmodels.iolib.summary2 import summary_col

from wooldridge import *

Example 18.1. Housing Investment and Residential Price Inflation

df = dataWoo('hseinv')