Directory

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

R package for fast estimation of OLS, GLM, Poisson, IV and difference-in-differences models with many fixed effects, clustered errors, multiple estimations and publication tables

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

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

The standard Python DataFrame library for labeled tabular data, time series and I/O to CSV, Excel, SQL, Parquet and more

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

Python library for estimating statistical and econometric models with R-style formulas, rich result summaries and tests: OLS, GLM, discrete choice, ARIMA, state space, VAR and more