Software Websites

Cross-platform econometric analysis package written in C. Includes downloadable precompiled binaries for Windows, MacOS and Linux.

Makers of TSP (Time Series Processor), a general econometrics software package. Includes ordering information, examples, support information, an FAQ, and a demo version.

Estimation of linear and nonlinear regression models and qualitative dependent variable models for cross-section, time-series and panel data.

Statistical, forecasting, and modeling tools with a simple object-oriented interface.

An annotated collection of links to econometric software resources, by John Kane.

Statistics, graphics, and data management with many econometric procedures and a broad range of user-contributed modules.

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.

A general econometric program designed for teaching econometrics and doing medium-scale applied research. Includes download, screen shots, and documentation.

Modeling and forecasting of structural time series models. Part of the OxMetrics family of software.

Brief coverage of hundreds of packages relevant to econometricians. Links to other related software lists.

Estimating and forecasting linear and nonlinear time series models, with applications to econometrics and finance. By James Davidson.

Functions for estimating, simulating, and testing economic models, particularly volatility models.

An open-source econometrics and statistics package with a simple graphical interface for performing regressions and plotting.

A collection of routines which implement a host of econometric estimation methods. Includes source code, documentation, and examples.

Tutorials on LaTeX, Perl, SAS, and Unix, algorithms for TSP, MATLAB, Fortran and GAUSS, textbooks, and data.

A multiple regression hedonic econometric analysis program for real estate valuation. Includes features, sample reports, and ordering information.

A general econometrics and time-series analysis software package. Includes features, screenshots, pricing, and benchmarks.

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.

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.