Econometrics.jl is a package for econometrics analysis. It provides a series of most common routines for applied econometrics such as models for continuous, nominal, and ordinal outcomes, longitudinal estimators, variable absorption, and support for convenience functionality such as weights, rank deficient, and robust variance covariance estimators. This study complements the package through a discussion of the motivation, placing the contribution within the Julia ecosystem and econometrics software in general, and provides insights on current gaps and ways the Julia ecosystem can evolve.

6th JuliaCon Conference