Directory

Kevin Sheppard's Python package for univariate ARCH/GARCH volatility models, bootstraps, multiple-comparison procedures, unit-root and cointegration tests

Python causal-inference library organized around model, identify, estimate and refute steps, with graphical causal models for attribution, counterfactuals and root-cause analysis

Python library for heterogeneous treatment-effect estimation with machine learning: double ML, doubly robust learners, causal forests, meta-learners, IV and policy learning

Free, GPL-licensed cross-platform econometrics program with a GUI, the hansl scripting language and estimators for time series, panels and limited dependent variables

Python package by Kevin Sheppard adding panel data, instrumental-variable, system (SUR/3SLS) and asset-pricing estimators missing from statsmodels

Language and environment for statistical computing and graphics, with the CRAN package archive and a strong base in academic statistics and econometrics