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Econometric software development: past, present and future

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  • Marius Ooms
  • Jurgen A. Doornik

Abstract

We give a short international history of econometric software development, with an emphasis on the origin of the main existing econometric packages. We provide a Dutch perspective on this development. We identify the characteristics of econometric software in comparison with mathematical and statistical software. Finally, a number of recent developments connected with the reuse of code across econometric softwares are discussed.

Suggested Citation

  • Marius Ooms & Jurgen A. Doornik, 2006. "Econometric software development: past, present and future," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 60(2), pages 206-224, May.
    • Handle: RePEc:bla:stanee:v:60:y:2006:i:2:p:206-224
    DOI: 10.1111/j.1467-9574.2006.00317.x
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    References listed on IDEAS

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    1. Heij, Christiaan & de Boer, Paul & Franses, Philip Hans & Kloek, Teun & van Dijk, Herman K., 2004. "Econometric Methods with Applications in Business and Economics," OUP Catalogue, Oxford University Press, number 9780199268016, Decembrie.
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    1. Boswijk, H. Peter & Franses, Philip Hans & van Dijk, Dick, 2010. "Cointegration in a historical perspective," Journal of Econometrics, Elsevier, vol. 158(1), pages 156-159, September.
    2. Ooms, M., 2008. "Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code," Serie Research Memoranda 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    3. Roger Koenker & Achim Zeileis, 2009. "On reproducible econometric research," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(5), pages 833-847.

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