Estimators
OLS, IV, Logit, Probit, Poisson, NegBin, Panel, VAR, VECM, GARCH, Heckman, DiD, RDD, and more.
Open Source · GPL-3.0
Econometrics with the speed of Rust
Hayashi is a Stata-like language for applied econometrics. Native performance, modern syntax, and a plugin system that grows with your workflow.
41 estimators with empirical validation
3 plugin tiers
100% Rust
model.hay
load "wage1.csv" as df
ols(lwage ~ educ + exper + expersq, df)
logit(inlf ~ educ + age + kidslt6, df)
// pipe-friendly workflow
df |> summarize(mean(lwage), sd(educ))Built for applied econometrics
Hybrid plugins
Native Rust, WebAssembly, or Hayashi scripts. One import syntax for everything.
Empirical validation
Every estimator is checked against R and Python reference implementations. Results are public.
Modern syntax
Pipes, closures, namespaces, f-strings, match expressions, and a powerful REPL.
Security-first
Hardened URL handling, SSRF prevention, and sandboxed WebAssembly plugins.
Books & docs
Full books in English and Portuguese, plus a searchable mdBook reference.
Install Hayashi
From source
git clone https://github.com/sheep-farm/hayashi.git
cd hayashi
cargo build --release
./target/release/hay --versionAuto-update
hay dist-updateOr install the latest nightly build (dev branch):
hay dist-update --nightlyExtend with plugins
Plugin system with native Rust, WebAssembly, and Hayashi script tiers. Packages install directly from GitHub.
Native Rust
WebAssembly
Hayashi scripts