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

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

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

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

Canada's national statistical agency publishing census, economic and social data tables with open licensing and programmatic access via Web Data Service

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

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