Software - Musharof Chy
Gnu Regression, Econometrics and Time-series Library
Cross-platform econometric analysis package written in C. Includes downloadable precompiled binarie...
TSP International
Makers of TSP (Time Series Processor), a general econometrics software package. Includes ordering i...
LIMDEP
Estimation of linear and nonlinear regression models and qualitative dependent variable models for ...
EViews
Statistical, forecasting, and modeling tools with a simple object-oriented interface.
Econometric Software
An annotated collection of links to econometric software resources, by John Kane.
Stata
Statistics, graphics, and data management with many econometric procedures and a broad range of use...
OxMetrics
Integrated packages for econometric and statistical analysis. Empirical modeling, forecasting and s...
Matrixer
A general econometric program designed for teaching econometrics and doing medium-scale applied res...
STAMP
Modeling and forecasting of structural time series models. Part of the OxMetrics family of software...
Econometric Software Links from the Econometrics Journal
Brief coverage of hundreds of packages relevant to econometricians. Links to other related software...
Time Series Modelling (TSM)
Estimating and forecasting linear and nonlinear time series models, with applications to econometri...
Econometrics Toolbox for MATLAB
Functions for estimating, simulating, and testing economic models, particularly volatility models.