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arch (Python package)

Kevin Sheppard · High-frequency financial analysis

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

NCSAFreeOpen sourceLocalNov 2, 2026

DoWhy

PyWhy (originally Microsoft Research) · Econometrics & causal inference

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

MITFreeOpen sourceLocalNov 2, 2026

EconML

PyWhy (originally Microsoft Research) · Econometrics & causal inference

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

MITFreeOpen 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

NumPy

NumPy developers (NumFOCUS) · DataFrames & array computing

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

BSD-3-ClauseOpen sourceFreeLocalBroken

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

scikit-learn

scikit-learn developers · Mathematical & statistical computing

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

BSD-3-ClauseFreeOpen sourceLocalNov 2, 2026

SciPy

SciPy developers (NumFOCUS) · Mathematical & statistical computing

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

BSD-3-ClauseFreeOpen sourceLocalNov 2, 2026

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