fix compatibility with pandas v0.2 #308
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natashawatkins
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May 12, 2017
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natashawatkins
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- this PR removes the ols import from pandas, which has been deprecated in pandas v0.2 and is causing the quantecon package to break
- I've used the statsmodels time series module to estimate the ar1
- I was using the lecture solutions to test the code, but this includes a simulation so I can't exactly replicate the output - would someone be able to check this gives correct results?
- I'm not sure why Newey-West covariance matrix is used, but I've included it
…import from pandas
natashawatkins
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@natashawatkins Many thanks. |
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