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Trends in Applied Econometrics Software Development 1985–2008: An Analysis of Journal of Applied Econometrics Research Articles, Software Reviews, Data and Code

In: Palgrave Handbook of Econometrics

Author

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  • Marius Ooms

Abstract

Trends in software development for applied econometrics emerge from an analysis of the research articles and software reviews of the Journal of Applied Econometrics (JAE) appearing since 1986. The data and code archive of the journal provides more specific information on software use for applied econometrics since 1995. GAUSS, Stata, MATLAB and Ox have been the most important software since 2001. I compare these higher-level programming languages and R in somewhat more detail. An increasing number of packages are being used. A surprisingly low number of products have been discontinued since 1987. I put the time series count data on the number of articles using different software and on the number of reviews discussing different products in a historical perspective, where I distinguish several software types. Two waves of new products showed up in the period under study, the first associated with the introduction of the personal computer and new graphical interfaces, the second with the appearance of the internet. The JAE has reviewed 77 packages. In this chapter I discuss 13 other relevant packages. A table with all mentioned packages, their authors and latest versions provides a comprehensive overview of the relevant software as in June 2008.

Suggested Citation

  • Marius Ooms, 2009. "Trends in Applied Econometrics Software Development 1985–2008: An Analysis of Journal of Applied Econometrics Research Articles, Software Reviews, Data and Code," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 29, pages 1321-1348, Palgrave Macmillan.
    • Handle: RePEc:pal:palchp:978-0-230-24440-5_29
    DOI: 10.1057/9780230244405_29
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