ECONOMETRICS WITH PYTHON

摘要

Many programming tools are available to the applied econometrician. There are high-level matrix languages mostly dedicated to econometrics (like GAUSS and Ox), to statistics (like Splus, R, or Stata) or to scientific computing broadly speaking (like Matlab, Octave, or Scilab). All these languages provide sufficient routines (in particular, related to matrix calculus and numerical optimization) to implement virtually any algorithm required by an econometric analysis.rnWhy should we then suggest Python as yet another possibility when it is not even designed for scientific computing?