Hayashi – an open-source DSL for applied econometrics (with a 307-page book, free)
I've been building Hayashi, a domain-specific language for applied econometrics, for the past year. It's a solo project, open-source (GPL v3), written in Rust.
The goal is a language where econometric intent reads directly from the code — no boilerplate, no package hunting, no version conflicts. Something between Stata's expressiveness and a proper programming language.
What it covers so far:
OLS, IV/2SLS, panel data (FE/RE/FD), DiD, RDD, GMM, quantile regression, logit/probit, Poisson/NB, Tobit, survival analysis (Cox/KM), PSM, synthetic control, ARMA/ARIMA, VAR, cointegration/VECM, GARCH, ARDL/ECM, Kalman filter, SUR, Lasso/Ridge, bootstrap, PCA, structural breaks, regime switching, and more.
Book: a 307-page reference manual is available in both English and Portuguese (PT-BR), covering the full language and all estimators with worked examples.
GitHub: https://github.com/sheep-farm/hayashi
Still early — v0.2.4. I'm especially looking for people willing to test it on real datasets and report what breaks. The book has a whole section on this, but real-data testers are the biggest gap right now.
Happy to answer questions about design decisions, what's planned, or why I built this instead of just writing an R package.
One practical note: Hayashi ships as a single binary — no installation wizard, no external libraries, no dependency management. Just download and run. Works on Windows, macOS, and Linux. The only exception is ODBC connectivity, which requires the system ODBC driver if you need it.
