Econometric software development: past, present and future

DOI10.1111/J.1467-9574.2006.00317.XMaRDI QIDQ3429911zbMATH OpenOpenAlexWikidataFDO

Authors Marius Ooms, Jurgen A. Doornik

Publication date 20 March 2007

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9574.2006.00317.x

zbMATH Keywords

econometric software packagemodelling languagereproducibilityuser interface

Mathematics Subject Classification ID

History of statistics (62-03) History of game theory, economics, and finance (91-03) Computational methods for problems pertaining to game theory, economics, and finance (91-08)

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Cites work

• A Reality Check for Data Snooping
• Applied Time Series Econometrics
• Contemporary Bayesian Econometrics and Statistics
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• Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
• Modeling and Forecasting Realized Volatility
• Seasonal adjustment with the X-11 method
• Statistical algorithms for models in state space using SsfPack 2.2
• Statistical Analysis of Financial Data in S-Plus

Cited in

(5)

• A code archive for economics and econometrics
• The Rotterdam program in Econometrics & Management Science
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• Python for unified research in econometrics and statistics
• Cointegration in a historical perspective

Describes a project that uses

Uses Software

• R
• PcGets
• S-PLUS
• LIMDEP
• PcGive
• Stata
• SAS
• Ox
• SsfPack
• STAMP
• SAS/ETS

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