Directory: Top/Science/Social_Sciences/Economics/Econometrics/Software

Top / Science / Social_Sciences / Economics / Econometrics / Software /

Matrixer
The homepage of Matrixer econometric software. Russian econometrics freeware. English shareware version.
http://matrixer.narod.ru/
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STAMP
STAMP Software for Structural Time Series Modeling is a software package designed to model and forecast time series based on Structural Time Series models. These models use advanced techniques, such as Kalman filtering, but are set-up to be easy to use.
http://stamp-software.com/
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WinSolve
WinSolve is a user-friendly package for solving nonlinear economic models. An evaluation version is available for free download.
http://www.econ.surrey.ac.uk/winsolve/
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Econometric Software Links from the Econometrics Journal
Brief coverage of hundreds of packages relevant to econometricians. Links to other related software lists.
http://www.feweb.vu.nl/econometriclinks/software.html
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S-Plus
Exploratory data analysis and statistical modeling with over 3,800 data analysis functions, revealing graphics, and the S programming language.
http://www.insightful.com/support/spluslatest.asp
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Laissez Faire Software
Betahat tool supports the estimation, testing and simulation of economic models. Includes downloadable evaluation version. [Windows]
http://www.lfsoftware.com/
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Gnu Regression, Econometrics and Time-series Library
Cross-platform econometric analysis package written in C. Includes downloadable precompiled binaries for Windows, MacOS and Linux.
http://gretl.sourceforge.net/
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Cahill Software
Maximum likelihood estimation package (written in C++) which allows construction and testing of new models, in addition to the standard models supplied. Also offer custom programming in C++ or SAS.
http://www.magma.ca/~cahill/
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Econometric Time Series Modelling Software
James Davidson's software package; Time Series Modelling (TSMod), shareware for estimating and forecasting linear and nonlinear time series models, with applications to econometrics and finance.
http://www.timeseriesmodelling.com
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Microfit
Microfit, by Pesaran and Pesaran, is a program for analysis of econometric time-series data.
http://www.econ.cam.ac.uk/microfit/
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