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.

This site contains an extensive annotated collection of links to econometric software resources, by John Kane.

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

by QMS

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

Betahat tool supports the estimation, testing and simulation of economic models. Includes downloadable evaluation version. [Windows]

LIMDEP, by William Greene, is a general econometrics computer program for estimating linear and nonlinear regression models and qualitative dependent variable models for cross-section, time-series and panel data.

The homepage of Matrixer econometric software. Russian econometrics freeware. English shareware version.

Microfit, by Pesaran and Pesaran, is a program for analysis of econometric time-series data.

Integrated software packages for econometric and statistical analysis. Empirical modelling, forecasting and simulation. Multiple time series, limited dependent variables, repeated cross sections and panel data. Programs: Ox Professional, PcGive, TSP, GiveWin, STAMP, PcGets, PcNaive.

PcGive is an interactive econometric modelling 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.

Prognosis is used to forecast market shares, sales or profits using extrapolation. Free download under "Products", normal price: USD 50,-

RATS, by Thomas Doan, is an econometrics/time-series analysis software package.

Real Estate appraisal services and sales of RealStat, an econometric automated valuation software using multiple regression analysis

Exploratory data analysis and statistical modeling with over 3,800 data analysis functions, revealing graphics, and the S programming language.

SHAZAM is a comprehensive econometrics package whose primary strength is the estimation and testing of many types of regression models.

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. STAMP belongs to the OxMetrics family of software

Software for statistics, graphics and data management with many econometric procedures and a broad range of user-contributed modules

Time Series Processor. General econometric software, by Bronwyn Hall and Clint Cummins, UC Berkeley. Part of OxMetrics family of software.

WinSolve is a user-friendly package for solving nonlinear economic models. An evaluation version is available for free download.