In article <[EMAIL PROTECTED]>, DeepBlue <[EMAIL PROTECTED]> 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 <[EMAIL PROTECTED]> 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? >> >> Can you do such in FORTRAN, COBOL, SNOBOL, APL, C, Matlab, Maple, >> Excel, Turing Machine? Most likely... >> >> Is there a pre-built library to compute such? No idea... . . . While I count on Dennis to speak for himself, I'll interrupt and say that, yes, Python is an appropriate language for econometrics--but not an ideal one.
There's been quite a bit of Python-based work on financial analytics in the past. I don't have a convenient handle on who all has done this, and what they've done, but I'm certain that research will yield results. Python boasts quite a few general advantages that make it apt for these tasks. 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. -- http://mail.python.org/mailman/listinfo/python-list