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http://www.stata.com/ - http://www.stata.com/
Statistics, graphics, and data management with many econometric procedures and a broad range of user-contributed modules. |
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Econometrics Toolbox for MATLAB - http://www.mathworks.com/products/econometrics/
Functions for estimating, simulating, and testing economic models, particularly volatility models. |
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TSP International - http://www.tspintl.com/
Makers of TSP (Time Series Processor), a general econometrics software package. Includes ordering information, examples, support information, an FAQ, and a demo version. |
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http://www.eviews.com/ - http://www.eviews.com/
Statistical, forecasting, and modeling tools with a simple object-oriented interface. |
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UC Berkeley Econometrics Laboratory Software Archive - http://elsa.berkeley.edu/
Tutorials on LaTeX, Perl, SAS, and Unix, algorithms for TSP, MATLAB, Fortran and GAUSS, textbooks, and data. |
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Gnu Regression, Econometrics and Time-series Library - http://gretl.sourceforge.net/
Cross-platform econometric analysis package written in C. Includes downloadable precompiled binaries for Windows, MacOS and Linux. |
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http://econometrics.com/ - http://econometrics.com/
A comprehensive econometrics package for estimating and testing of many types of regression models. Includes features, screenshots, documentation, FAQs, and ordering information. |
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http://www.insightful.com/products/splus/ - http://www.insightful.com/products/splus/
Exploratory data analysis, statistical modeling, graphics, and the S programming language. |
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http://www.limdep.com - http://www.limdep.com
Estimation of linear and nonlinear regression models and qualitative dependent variable models for cross-section, time-series and panel data. |
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OxMetrics - http://oxmetrics.net/
Integrated packages for econometric and statistical analysis. Empirical modeling, forecasting and simulation. Multiple time series, limited dependent variables, repeated cross sections and panel data. Includes Ox Professional, PcGive, TSP, GiveWin, STAMP, PcGets, PcNaive. |
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Econometrics Toolbox for MATLAB - http://www.spatial-econometrics.com/
A collection of routines which implement a host of econometric estimation methods. Includes source code, documentation, and examples. |
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RATS Econometrics Software - http://www.estima.com/ratsmain.shtml
A general econometrics and time-series analysis software package. Includes features, screenshots, pricing, and benchmarks. |
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http://stamp-software.com/ - http://stamp-software.com/
Modeling and forecasting of structural time series models. Part of the OxMetrics family of software. |
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http://www.pcgive.com/ - http://www.pcgive.com/
An interactive econometric modeling package providing estimation, forecasting and testing from linear regression and logit to likelihood based cointegration, simultaneous equations, general limited dependent variables, dynamic panels, GARCH, ARFIMA, X12-Arima. |
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Econometric Software Links from the Econometrics Journal - http://www.feweb.vu.nl/econometriclinks/software.html
Brief coverage of hundreds of packages relevant to econometricians. Links to other related software lists. |
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Microfit - http://www.econ.cam.ac.uk/microfit/
Analysis of econometric time-series data by M. H. Pesaran and B. Pesaran. Includes features, introductory documentation, pricing, and a demo. For Windows and DOS. |
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Time Series Modelling (TSM) - http://www.timeseriesmodelling.com
Estimating and forecasting linear and nonlinear time series models, with applications to econometrics and finance. By James Davidson. |
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Econometric Software - http://www.oswego.edu/~economic/econsoftware.htm
An annotated collection of links to econometric software resources, by John Kane. |
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http://www.lfsoftware.com/ - http://www.lfsoftware.com/
Estimation, testing, and simulation of economic models. Includes features, screenshots, benchmarks, and a demo. |
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Cahill Software - http://www.magma.ca/~cahill/
Creators of maximum likelihood estimation packages, written in C++, which allow custom model construction as well as estimation of standard built-in models. Offers custom programming in C++ or SAS. |