Directory

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

Statistical office of the European Union publishing harmonised EU and member-state data through the Data Browser, bulk downloads and SDMX/JSON APIs

Commercial Windows econometrics package for time-series estimation, forecasting and macro modelling, sold as single-user, volume, University and free Student Lite editions

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

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

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

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

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

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

Free access to World Bank development indicators by country and year through a web portal, bulk downloads and a public REST API