8 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
European Commission — Eurostat · Open & public data
Statistical office of the European Union publishing harmonised EU and member-state data through the Data Browser, bulk downloads and SDMX/JSON APIs
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
International Monetary Fund · Open & public data
The IMF's statistical portal for World Economic Outlook, fiscal, balance-of-payments, reserves and price datasets with SDMX 2.1 and 3.0 APIs
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
World Bank Group · Open & public data
Free access to World Bank development indicators by country and year through a web portal, bulk downloads and a public REST API
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