Directory

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

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

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

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

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