Oh! I think I should stop wasting time to learn Python to do my econometric algorithms. >_<
[EMAIL PROTECTED] wrote: > Cameron Laird wrote: >> In article <[EMAIL PROTECTED]>, I counseled: >>> 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? >> . >> . >> . >>> 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. > > There are many statistics packages and programming languages used in > econometrics and in general, so most of the computing world is going in > a different > "direction", no matter which package or language you choose. > > Enough programmers still use Fortran that major hardware vendors such > as Intel, IBM, and Sun are actively maintaining their Fortran 95 > compilers and adding features from Fortran 2003. G95 is free, available > almost everywhere that gcc is, and good enough for production use IMO. > > The recent book > http://methcenter.psu.edu/newbooks/fortranbook/thebook.html > Developing Statistical Software in Fortran 95 > by David R. Lemmon and Joseph L. Schafer > Spriger (2005) > > discusses how to build statistical software components in Fortran that > can be used in statistical packages. > > The IMSL and NAG software libraries have extensive statistical > functionality and are available in Fortran, among other languages. > > It is important for a programming language used for econometrics to > conveniently handle multidimensional arrays, and here Fortran outshines > C, C++, and Java (NumPy is good, though). > > I am a quantitative financial analyst who implements econometrics > algorithms. Data sets are getting bigger -- use of intraday data is now > common -- and the CPU time for many algorithms scales as the N^2 or > N^3, where N is the number of observations. Speed still matters. > -- http://mail.python.org/mailman/listinfo/python-list
