diff --git a/pkgs/development/python-modules/linearmodels/default.nix b/pkgs/development/python-modules/linearmodels/default.nix
new file mode 100644
index 000000000000..c8f3b819959d
--- /dev/null
+++ b/pkgs/development/python-modules/linearmodels/default.nix
@@ -0,0 +1,59 @@
+{
+  lib,
+  buildPythonPackage,
+  fetchFromGitHub,
+  cython,
+  formulaic,
+  mypy-extensions,
+  numpy,
+  pandas,
+  pyhdfe,
+  pytestCheckHook,
+  scipy,
+  setuptools,
+  setuptools-scm,
+  statsmodels,
+}:
+
+buildPythonPackage rec {
+  pname = "linearmodels";
+  version = "6.1";
+  pyproject = true;
+
+  src = fetchFromGitHub {
+    owner = "bashtage";
+    repo = "linearmodels";
+    tag = "v${version}";
+    hash = "sha256-oWVBsFSKnv/8AHYP5sxO6+u5+hsOw/uQlOetse5ue88=";
+  };
+
+  build-system = [
+    setuptools
+    setuptools-scm
+    cython
+  ];
+
+  env.SETUPTOOLS_SCM_PRETEND_VERSION = version;
+
+  dependencies = [
+    formulaic
+    mypy-extensions
+    numpy
+    pandas
+    pyhdfe
+    scipy
+    statsmodels
+  ];
+
+  nativeCheckInputs = [ pytestCheckHook ];
+
+  pythonImportsCheck = [ "linearmodels" ];
+
+  meta = {
+    description = "Models for panel data, system regression, instrumental variables and asset pricing";
+    homepage = "https://bashtage.github.io/linearmodels/";
+    changelog = "https://github.com/bashtage/linearmodels/releases/tag/v${version}";
+    license = lib.licenses.ncsa;
+    maintainers = with lib.maintainers; [ jherland ];
+  };
+}
diff --git a/pkgs/development/python-modules/pyhdfe/default.nix b/pkgs/development/python-modules/pyhdfe/default.nix
new file mode 100644
index 000000000000..6b887dceb83b
--- /dev/null
+++ b/pkgs/development/python-modules/pyhdfe/default.nix
@@ -0,0 +1,41 @@
+{
+  lib,
+  buildPythonPackage,
+  fetchFromGitHub,
+  numpy,
+  pytestCheckHook,
+  scipy,
+  setuptools,
+}:
+
+buildPythonPackage rec {
+  pname = "pyhdfe";
+  version = "0.2.0";
+  pyproject = true;
+
+  src = fetchFromGitHub {
+    owner = "jeffgortmaker";
+    repo = "pyhdfe";
+    tag = "v${version}";
+    hash = "sha256-UXVQHf4Nmq/zQZtPaLba4TShhpgPUBwPM+zCEa8qaKs=";
+  };
+
+  build-system = [ setuptools ];
+
+  dependencies = [
+    numpy
+    scipy
+  ];
+
+  nativeCheckInputs = [ pytestCheckHook ];
+
+  pythonImportsCheck = [ "pyhdfe" ];
+
+  meta = {
+    description = "Python 3 implementation of algorithms for absorbing high dimensional fixed effects";
+    homepage = "https://github.com/jeffgortmaker/pyhdfe";
+    changelog = "https://github.com/jeffgortmaker/pyhdfe/releases/tag/v${version}";
+    license = lib.licenses.mit;
+    maintainers = with lib.maintainers; [ jherland ];
+  };
+}
diff --git a/pkgs/top-level/python-packages.nix b/pkgs/top-level/python-packages.nix
index 91bf65d44fd2..0fa2df7e9269 100644
--- a/pkgs/top-level/python-packages.nix
+++ b/pkgs/top-level/python-packages.nix
@@ -8440,6 +8440,8 @@ self: super: with self; {
 
   linear-operator = callPackage ../development/python-modules/linear-operator { };
 
+  linearmodels = callPackage ../development/python-modules/linearmodels { };
+
   lineax = callPackage ../development/python-modules/lineax { };
 
   linecache2 = callPackage ../development/python-modules/linecache2 { };
@@ -13140,6 +13142,8 @@ self: super: with self; {
 
   pyhcl = callPackage ../development/python-modules/pyhcl { };
 
+  pyhdfe = callPackage ../development/python-modules/pyhdfe { };
+
   pyheck = callPackage ../development/python-modules/pyheck { };
 
   pyheos = callPackage ../development/python-modules/pyheos { };