7 tools
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
S&P Global (EViews) · Econometrics & causal inference
Commercial Windows econometrics package for time-series estimation, forecasting and macro modelling, sold as single-user, volume, University and free Student Lite editions
gretl developers (Allin Cottrell, Riccardo Lucchetti) · Econometrics & causal inference
Free, GPL-licensed cross-platform econometrics program with a GUI, the hansl scripting language and estimators for time series, panels and limited dependent variables
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
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
Posit Software, PBC · Mathematical & statistical computing
Posit's open-source integrated development environment for R, with console, editor, plots, environment panes, Quarto/R Markdown authoring and Python via reticulate
StataCorp LLC · Mathematical & statistical computing
Commercial statistical software from StataCorp widely used in economics and social science, with editions BE/SE/MP, a command language, Mata and comprehensive PDF manuals
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