Econometric software: The first fifty years in perspective

Issue title: Computational Econometrics: Its Impact on the Development of Quantitative Economics

Guest editors: Charles G. Renfro

Article type: Research Article

Authors: Renfro, Charles G.^a

Affiliations: [a] 601 West 113th Street, #12G, New York, NY 10025, USA. E-mail: cgrenfro@modler.com | 601 West 113th Street, #12G, New York, NY 10025, USA. E-mail: cgrenfro@modler.com

Abstract: This paper introduces a special volume of the Journal of Economic and Social Measurement on the development and evaluation of computer software for econometric applications. It describes at least certain aspects of the history of the development of this software during the past approximately 50 years, beginning with the first use of the programmable electronic computer by economists in the early 1950s. It considers the various types of software developed, ranging from packages that permit the user to select from a particular set of options, to those that form essentially an econometric modeling language, to those that offer econometric programming capabilities, potentially allowing the individual specification of the characteristics and properties of the operations performed. This paper provides a relatively extensive list of references and is supplemented by a separate compendium of existing econometric software packages.

DOI: 10.3233/JEM-2004-0226

Journal: Journal of Economic and Social Measurement, vol. 29, no. 1-3, pp. 9-107, 2004