Directory of Software Resources

Home > Science > Social Sciences > Economics > Econometrics > Software

This category collects econometrics software packages and source code.

Subcategories

• Fortran
• MATLAB
• Routines
• SAS

Resources in This Category

• Cahill Software

  http://www.cahillsoftware.com/
  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.

• Draco Econometrics

  http://approximatrix.com/products/draco
  An open-source econometrics and statistics package with a simple graphical interface for performing regressions and plotting.

• Econometric Software

  http://www.oswego.edu/~economic/econsoftware.htm
  An annotated collection of links to econometric software resources, by John Kane.

• 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.

• Econometrics Toolbox for MATLAB

  http://www.mathworks.com/products/econometrics/
  Functions for estimating, simulating, and testing economic models, particularly volatility models.

• 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.

• EViews

  http://www.eviews.com/
  Statistical, forecasting, and modeling tools with a simple object-oriented interface.

• 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.

• LIMDEP

  http://www.limdep.com/
  Estimation of linear and nonlinear regression models and qualitative dependent variable models for cross-section, time-series and panel data.

• Matrixer

  http://matrixer.narod.ru/
  A general econometric program designed for teaching econometrics and doing medium-scale applied research. Includes download, screen shots, and documentation.

• Microfit

  http://www.oup.co.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.

• 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.

• RATS Econometrics Software

  http://www.estima.com/ratsmain.shtml
  A general econometrics and time-series analysis software package. Includes features, screenshots, pricing, and benchmarks.

• RealStat Appraisal Software

  http://www.realstat.com/realstat.html
  A multiple regression hedonic econometric analysis program for real estate valuation. Includes features, sample reports, and ordering information.

• STAMP

  http://stamp-software.com/
  Modeling and forecasting of structural time series models. Part of the OxMetrics family of software.

• Stata

  http://www.stata.com/
  Statistics, graphics, and data management with many econometric procedures and a broad range of user-contributed modules.

• 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.

• 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.

• 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.

Related Categories

• Home > Science > Math > Applications > Mathematical Economics and Financial Mathematics > Software
• Home > Science > Math > Software
• Home > Science > Math > Statistics > Software
• Home > Science > Social Sciences > Methodology > Qualitative > Tools
• Home > Science > Social Sciences > Psychology > Cognitive > Software

 

Home > Science > Social Sciences > Economics > Econometrics > Software

 

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