My name is Felix and I am an econometrician. Officially I am an Associate Professor in the School of Economics and Finance at Curtin University. My research concerns mostly on theoretical and applied econometrics but my passion is the promotion of computational econometrics through open source software.

This passion is a result of one of the most frequently asked questions by students, namely,

which econometrics software should I use?

While software such as Eviews and STATA provide very powerful tools for econometric analysis, I maintain that the best way to learn econometrics is to implement various econometric techniques in computers. This is in the same spirit as the old wisdom that the best way to test your understanding about a concept, is trying to explain that concept to someone else. In other words, one can perhaps take some comfort in their understanding on certain econometric concepts, if they can instruct the computer to conduct the exact econometric analysis.

The open source community provided a wide range of platforms to make this learning exercise a complete joy. Apart from the statistical orientated languages such as R, languages such as Python and Julia provide powerful and cost effective platforms for poor PhD students to consolidate and expand their econometric knowledge.

While I have a slight preference towards Python and C with the assistant of the GSL library, I am hoping this blog serves a useful purpose for students and professionals to join and discuss programming issues concerning econometric problems.