Re: Econometrics in Panel data?



In article <mub6j3-sne.ln1@xxxxxxxxx>, I counseled:
In article <44606dd5$0$3285$5a62ac22@xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx>,
DeepBlue <123@xxxxxxx> wrote:
so are you saying that Python is not an appropriate language for doing
econometrics stuff?


Dennis Lee Bieber wrote:
On Tue, 09 May 2006 05:58:10 +0800, DeepBlue <123@xxxxxxx> declaimed the
following in comp.lang.python:

Hi all,

I am new to Python. Just wondering can Python able to do econometric
regression in either Time-series or pooled (panel) data? As well as test
for hetero, autocorrelation, or endogeneity?
.
.
.
There is not, however, a readily-accessible library targeted
for this sort of work. If I had the opportunity to work in
econometrics now, I'd think seriously about R, Lisp, and
Mathematica, and see what's available among the functional
languages, along with Python.

Smalltalk, too; I'd throw it in the mix. Much serious econometrics
has been done with Fortran, but I have no enthusiasm for pursuing
that direction, mostly because I think too much of the computing
world is going in a different one.

But I'm not you, DeepBlue, or, more specifically, it's unlikely that
our circumstances are at all similar. Is your project at a hobbyist
level? How does hardware constrain you? How big is your team ...?
.



Relevant Pages

  • Re: Econometrics in Panel data?
    ... I think I should stop wasting time to learn Python to do my econometric algorithms. ... econometrics stuff? ... Enough programmers still use Fortran that major hardware vendors such ...
    (comp.lang.python)
  • Re: Econometrics in Panel data?
    ... econometrics stuff? ... Dennis Lee Bieber wrote: ... I am new to Python. ... and say that, yes, Python is an appropriate language for ...
    (comp.lang.python)
  • Re: cointegrated time series regression analysis
    ... The orthogonal regression will probably give you an estimated ... cointegration is that there is an underlying, nonstationary, variable ... regression coefficient is an estimate of the "cointegrating vector." ... Ashenfelter, Levine, and Zimmerman: Statistics and Econometrics ...
    (sci.stat.math)