Log Message:
py-statsmodels: update to 0.13.5.

Major news:

New cross-sectional models

Beta Regression

BetaModel estimates a regression model for dependent variable in
the unit interval such as fractions and proportions based on the
Beta distribution. The Model is parameterized by mean and precision,
where both can depend on explanatory variables through link functions.

Ordinal Regression

statsmodels.miscmodels.ordinal_model.OrderedModel implements
cumulative link models for ordinal data, based on Logit, Probit or
a userprovided CDF link.  Distributions

Copulas

Statsmodels includes now basic support for mainly bivariate copulas.
Currently, 10 copulas are available, Archimedean, elliptical and
asymmetric extreme value copulas. CopulaDistribution combines a
copula with marginal distributions to create multivariate distributions.

Count distribution based on discretization

DiscretizedCount provides count distributions generated by discretizing
continuous distributions available in scipy. The parameters of the
distribution can be estimated by maximum likelihood with
DiscretizedModel.

Bernstein Distribution

BernsteinDistribution creates nonparametric univariate and multivariate
distributions using Bernstein polynomials on a regular grid. This
can be used to smooth histograms or approximate distributions on
the unit hypercube. When the marginal distributions are uniform,
then the BernsteinDistribution is a copula.  Statistics

Brunner Munzel rank comparison

Brunner-Munzel test is nonparametric comparison of two samples and
is an extension of Wilcoxon-Mann-Whitney and Fligner-Policello
tests that requires only ordinal information without further
assumption on the distributions of the samples. Statsmodels provides
the Brunner Munzel hypothesis test for stochastic equality in
rank_compare_2indep but also confidence intervals and equivalence
testing (TOST) for the stochastically larger statistic, also known
as Common Language effect size.

Nonparametric

Asymmetric kernels

Asymmetric kernels can nonparametrically estimate density and
cumulative distribution function for random variables that have
limited support, either unit interval or positive or nonnegative
real line. Beta kernels are available for data in the unit interval.
The available kernels for positive data are “gamma”, “gamma2”,
“bs”, “invgamma”, “invgauss”, “lognorm”, “recipinvgauss” and
“weibull” pdf_kernel_asym estimates a kernel density given a
bandwidth parameter. cdf_kernel_asym estimates a kernel cdf.  Time
series analysis

Autoregressive Distributed Lag Models

ARDL adds support for specifying and estimating ARDL models, and
UECM support specifying models in error correction form.
ardl_select_order simplifies selecting both AR and DL model orders.
bounds_test implements the bounds test of Peseran, Shin and Smith
(2001) for testing whether there is a levels relationship without
knowing teh orders of integration of the variables.

Fixed parameters in ARIMA estimators

Allow fixing parameters in ARIMA estimator Hannan-Rissanen
(hannan_rissanen) through the new fixed_params argument