Introduction to Python for Econometrics, Statistics and Data Analysis

Introduction to Python for Econometrics, Statistics and Data Analysis by Kevin Sheppard.

From the introduction:

These notes are designed for someone new to statistical computing wishing to develop a set of skills necessary to perform original research using Python. They should also be useful for students, researchers or practitioners who require a versatile platform for econometrics, statistics or general numerical analysis (e.g. numeric solutions to economic models or model simulation).

Python is a popular general purpose programming language which is well suited to a wide range of problems. 1 Recent developments have extended Python’s range of applicability to econometrics, statistics and general numerical analysis. Python – with the right set of add-ons – is comparable to domain-specific languages such as MATLAB and R. If you are wondering whether you should bother with Python (or another language), a very incomplete list of considerations includes:

One of the more even-handed introductions I have read in a long time.

Enough examples and exercises to build some keyboard memory into your fingers! 😉

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I first saw this in a tweet by yhat.

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