ModuleNotFoundError for module 'linearmodels'

I want to perform an OLS Panel Regression

import pandas as pd
import numpy as np
import statsmodels.api as sm

from linearmodels.datasets import wage_panel
from linearmodels.panel import PanelOLS

data = wage_panel.load()

But I get this error:

ModuleNotFoundError                       Traceback (most recent call last)
<ipython-input-2-fe79e40655e1> in <module>
      3 import statsmodels.api as sm
      4 
----> 5 from linearmodels.datasets import wage_panel
      6 from linearmodels.panel import PanelOLS
      7 

ModuleNotFoundError: No module named 'linearmodels'

I have no idea why this happens. Any ideas?