Econometrics in Panel data?

Cameron Laird claird at lairds.us
Tue May 9 15:17:35 EDT 2006


In article <mub6j3-sne.ln1 at lairds.us>, I counseled:
>In article <44606dd5$0$3285$5a62ac22 at per-qv1-newsreader-01.iinet.net.au>,
>DeepBlue  <123 at 321.com> 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 at 321.com> 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?
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			.
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>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 ...?



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