Directory

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

LaTeX bibliography package that reimplements BibTeX formatting in LaTeX macros, with the Biber backend, Unicode sorting and multiple bibliographies

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

MIT-licensed Python library for SEC EDGAR: company and filing objects, XBRL financial statements, Form 3/4/5, 13F and proxy parsing into pandas, with the SEC identity requirement built in

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

Open-source, BibTeX/biblatex-native reference manager for LaTeX users with online fetchers, groups, file linking and editor integration

Python library for NumPy-style array computing with composable transformations (jit, grad, vmap, shard_map) compiled through XLA to CPU, GPU and TPU

Dynamically typed, JIT-compiled language for numerical and scientific computing that aims to combine high-level syntax with compiled-code speed

Open-source functional programming language and interactive theorem prover with dependent types, the Mathlib mathematics library and VS Code tooling, stewarded by the Lean FRO

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

The foundational Python plotting library for static, publication-quality figures with full control over every element, exported to PDF, SVG, PNG and PGF

Foundational Python library for n-dimensional arrays, vectorized math, linear algebra, random numbers and the array API used by the scientific stack

Open-source deep-learning framework with eager tensors, autograd, torch.compile and distributed training, governed by the PyTorch Foundation and the base of most LLM tooling

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

R package that turns Markdown documents with embedded R (and Python or SQL) chunks into HTML, PDF, Word, slides, books and dashboards through knitr and Pandoc

Posit's open-source integrated development environment for R, with console, editor, plots, environment panes, Quarto/R Markdown authoring and Python via reticulate

BSD-licensed Python machine-learning library for classification, regression, clustering, dimensionality reduction, preprocessing and model selection on NumPy and SciPy

Core open-source Python library for scientific computing on NumPy arrays: optimization, integration, interpolation, linear algebra, sparse matrices, statistics, signal processing

Python documentation generator using reStructuredText or MyST Markdown with cross-referencing, API autodoc and output to HTML, PDF via LaTeX, ePub and man pages

Pure-Python computer algebra system for symbolic algebra, calculus, equation solving, matrices, physics modules, code generation and LaTeX output

Open-source desktop LaTeX editor with integrated PDF viewer, autocompletion, wizards, spell checking and a structure view for Windows, macOS and Linux

PostgreSQL extension for time-series data adding hypertables, compression and continuous aggregates, from the company now named Tiger Data

Open-source Python library that downloads price history, fundamentals, options chains and fund data from Yahoo Finance's unofficial endpoints for research and education