rknyip
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rknyip
More commonly, data groups are indicated by a dataframe index, because that is the practice to manage panel data. As I tested with `patsy.dmatrices('rgdpna ~ pop', df_raw, return_type='dataframe')`, dataframe index...
Panel local projection should require also both HAC and cluster, i.e. `hac-panel`, which seems not provided by linearmodels.