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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

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  • Ooms, M.

    (Vrije Universiteit Amsterdam, Faculteit der Economische Wetenschappen en Econometrie (Free University Amsterdam, Faculty of Economics Sciences, Business Administration and Economitrics)

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, 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 softwares after 2001. I compare these higher level programming languages and R in somewhat more detail. An increasing number of packages is being used. A surprisingly low number of products has been discontinued since 1987. I put the time series count data on the number of articles using different softwares 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 one with the appearance of the Internet. The Journal of Applied Econometrics has reviewed 77 packages. I shortly discuss thirteen other relevant packages. A table with all mentioned packages, their authors and latest versions provides a comprehensive overview of the relevant softwares in June 2008.

Suggested Citation

  • 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.
  • Handle: RePEc:vua:wpaper:2008-21
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    2. Rodolphe Buda, 2015. "Data Checking and Econometric Software Development: A Technique of Traceability by Fictive Data Encoding," Computational Economics, Springer;Society for Computational Economics, vol. 46(2), pages 325-357, August.

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