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Laurent Bergé · Econometrics & causal inference

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R package for fast estimation of OLS, GLM, Poisson, IV and difference-in-differences models with many fixed effects, clustered errors, multiple estimations and publication tables

GPL-3.0-onlyFreeOpen sourceLocalNov 2, 2026

linearmodels

Kevin Sheppard · Econometrics & causal inference

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

NCSAFreeOpen sourceLocalNov 2, 2026

R

R Foundation / R Core Team · Programming languages & runtimes

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

GPL-2.0-or-laterOpen sourceFreeLocalSelf-hostedNov 2, 2026

statsmodels

statsmodels developers (NumFOCUS) · Econometrics & causal inference

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Python library for estimating statistical and econometric models with R-style formulas, rich result summaries and tests: OLS, GLM, discrete choice, ARIMA, state space, VAR and more

BSD-3-ClauseFreeOpen sourceLocalNov 2, 2026

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