Econometric software development: past, present and future

  1. Marius Ooms1,†,
  2. Jurgen A. Doornik2

Article first published online: 31 MAR 2006

DOI: 10.1111/j.1467-9574.2006.00317.x

Issue

Statistica Neerlandica

Statistica Neerlandica

Volume 60, Issue 2, pages 206–224, May 2006

Additional Information

How to Cite

Ooms, M. and Doornik, J. A. (2006), Econometric software development: past, present and future. Statistica Neerlandica, 60: 206–224. doi: 10.1111/j.1467-9574.2006.00317.x

Author Information

  1. 1

    Department of Econometrics, Vrije Universiteit Amsterdam, De Boelelaan 1105, NL-1081 HV Amsterdam, The Netherlands

  2. 2

    Nuffield College, University of Oxford, Oxford OX1 1NF, UK

  1. †

    mooms@feweb.vu.nl

Publication History

  1. Issue published online: 31 MAR 2006
  2. Article first published online: 31 MAR 2006
  3. Received: November 2005. Revised: December 2005.

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Keywords:

  • econometric software package;
  • modelling language;
  • user interface;
  • reproducibility

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.

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