Two problems with this: (i) I'm a terrible, terrible programmer (just as Mike about the time I wanted to "help out" by making his Jewel package 0.4-compatible) (ii) The project I'm working on right now has a tight deadline, so I won't have much time for the "exploratory" stage and will in all likelihood have to revert to stuff that is working now (i.e. pandas or plm)
On the other hand, it would probably be a great thing in terms of learning something about Julia and programming in general, so if I can make time I should try it. So your suggestion would be to start from dataframe.jl <https://github.com/JuliaStats/DataFrames.jl/blob/master/src/dataframe/dataframe.jl> and then try to write something similar, defining a type "PanelDataFrame" which extends the functionality of the standard DataFrame?
