29

Trends in Applied Econometrics

Software Development 1985–2008: An

Analysis ofJournal of Applied

EconometricsResearch Articles, Software

Reviews, Data and Code

1

Marius Ooms

Abstract

Trends in software development for applied econometrics emerge from an analysis of the research
articles and software reviews of theJournal of Applied Econometrics(JAE) appearing since 1986.
The data and code archive of the journal provides more specific information on software use for
applied econometrics since 1995. GAUSS, Stata, MATLAB and Ox have been the most important
software since 2001. I compare these higher-level programming languages and R in somewhat
more detail. An increasing number of packages are being used. A surprisingly low number of
products have been discontinued since 1987. I put the time series count data on the number of
articles using different software and on the number of reviews discussing different products in
a historical perspective, where I distinguish several software types. Two waves of new products
showed up in the period under study, the first associated with the introduction of the personal
computer and new graphical interfaces, the second with the appearance of the internet. TheJAE
has reviewed 77 packages. In this chapter I discuss 13 other relevant packages. A table with all
mentioned packages, their authors and latest versions provides a comprehensive overview of the
relevant software as in June 2008.

29.1 Introduction 1322
29.2 JAEresearch articles 1323
29.3 JAEsoftware reviews 1324
29.4 TheJAEdata and code archive and reproducibility 1329
29.5 Software used inJAEresearch articles 1330
29.6 High-level programming languages in econometrics 1332
29.7 The historical development of econometric software 1335
29.7.1 Macroeconometric software 1336
29.7.2 Time series econometric software 1337
29.7.3 Microeconometric software 1338
29.7.4 Statistical software for econometrics 1338
29.7.5 Mathematical software for econometrics 1340
29.8 Simultaneous use of different software 1341
29.9 New econometric modeling features and conclusions 1342

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