In most cases one can use either single ' '  or double quotes " ".
Long lines can carry over to subsequent lines by using backslash \ at end of line

Python uses indentation to indicate a block of code, whereas many other programming languages use { }
Exactly the same level of indentation (4 spaces is recommended)  must be used throughout the code segment.

Comments

Comment a line using #

Comment several lines by three successive “  (so “””) at beginning and three successive “ “  (so “””) at beginning of a final line at the end followed by a subsequent blank line.

Filenames
Using absolute paths is recommended. To use working directories use the os module.

For complete listing of filename use / and not \

e.g. df = pandas.read_csv("c:/Users/cameron/Tmp/mydata.csv

Shortening commands

You can shorten commands by assignment.

For example, instead of

import pandas
pandas.read_stata("myfile.dta")

shorten using

import pandas as pd
pd.read_stata("myfile.dta")

Order of variables
Regression commands using statistics packages usually order y then X.

Regression commands using computer science packages such as machine learning can instead order X then y.

References useful for econometrics with Python
Kevin Sheppard "Introduction to Python for Econometrics, Statistics and Numerical Analysis: Fourth+ Edition"
pdf at  https://www.kevinsheppard.com/teaching/python/notes/ 
Wes McKinney "Python for Data Analysis: data wrangling with pandas, NumPy, and Jupyter", Third edition.
html web version at https://wesmckinney.com/book/  and paperback at Amazon