Use python for econometrics. The API generally follows Stata, is built around the Pandas project, and supports modern econometric best practices.
Most of the decisions regarding output and functionality come from Bruce Hansen's Econometrics textbook (link). I primarily used his January 2019 version during the development of this package.
Note: tested with Python 3.6 only.
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Install from source
pip install git+git://github.com/121onto/py-metrics.git
TODO (121onto): release v0.0.1
and update these instructions to install from
that release.
See the project wiki for official docs (link). Additional examples are available in the examples directory.
Note: tested using Python 3.6 only.
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Clone this repository:
git clone [email protected]:121onto/py-metrics.git cd py-metrics
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Create a new virtualenv (assumes you're using virtualenvwrapper):
mkv py-metrics --python=python3 actv
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Install the repository in editable mode:
pip install -e .