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[WIP] Arellano bond panel data #421
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[WIP] Arellano bond panel data #421
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           Hello @jaimeoliver1! Thanks for updating this PR. We checked the lines you've touched for PEP 8 issues, and found: 
 
 Comment last updated at 2022-07-15 10:05:55 UTC | 
    
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           Can you run black and isort?  | 
    
          Codecov Report
 @@            Coverage Diff             @@
##             main     #421      +/-   ##
==========================================
- Coverage   99.58%   99.11%   -0.48%     
==========================================
  Files          98       98              
  Lines       16899    20117    +3218     
  Branches     1987     2968     +981     
==========================================
+ Hits        16829    19938    +3109     
- Misses         30      142     +112     
+ Partials       40       37       -3     
 Continue to review full report at Codecov. 
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           @bashtage I committed the file with the correct formatting  | 
    
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           I think the best way to test would be to take the Stata code as a reference and test the various outputs and options.  | 
    
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           Overall looks very good. 
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           Hi @bashtage, I've tried adding the stata tests, however I've no access to stata, so I would need a bit of help here. 
 
 Once the results are in the stata-panel-simulated-results.txt, I'll be able to implement some tests here  | 
    
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           Also, we fixed the linting error and silence the  "\epsilon" issues.  | 
    
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           Thanks for following up. I can run Stata and generate results.  | 
    
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           Going to close and reopen to trigger a rebuild.  | 
    
Hi,
we have implemented the Arellano Bond estimator based on this previous implementation: https://gist.github.com/toobaz/6d01be09bbd56de7038fe8ff26780138.
We have two comments:
IVGMMfrom thelinearmodels.iv.modelsub-module was the easiest option, but we are open to other options.This PR closes #95