econometrics Archives

8 Best Free and Open Source Linux Econometric Software

Econometrics is the application of statistical or quantitative methods to understand economic issues and test theories, and models.

Dynare handles DSGE, OLG and heterogeneous-agent economic models with simulation, estimation, forecasting and optimal-policy tools.

gbutils is a command-line statistics and econometrics toolkit with data manipulation, regression, non-parametric tests and plotting.

Draco provides a simple interface for accessing many tools common to econometric analysis.

Grocer is an econometric toolbox for Scilab with regression, VAR, GARCH, panel data, cointegration and macroeconomic modelling tools.

GeoDa is a graphical spatial data analysis tool with linked maps and charts, spatial autocorrelation, clustering and regression.

conometrics package with GUI and CLI tools, hansl scripting, time-series, panel-data and machine-learning support.

R is a programming language and environment for statistical computing, data analysis and graphics with a vast package ecosystem.