Open Directory - Science: Social Sciences: Economics: Econometrics: Software
See also: - Estimation, testing, and simulation of economic models. Includes features, screenshots, benchmarks, and a demo. - 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. - An open-source econometrics and statistics package with a simple graphical interface for performing regressions and plotting. - Statistical, forecasting, and modeling tools with a simple object-oriented interface. - An 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. - Functions for estimating, simulating, and testing economic models, particularly volatility models. - A collection of routines which implement a host of econometric estimation methods. Includes source code, documentation, and examples. - Cross-platform econometric analysis package written in C. Includes downloadable precompiled binaries for Windows, MacOS and Linux. - Estimation of linear and nonlinear regression models and qualitative dependent variable models for cross-section, time-series and panel data. - A general econometric program designed for teaching econometrics and doing medium-scale applied research. Includes download, screen shots, and documentation. - 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. - 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. - An interactive econometric modeling 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. - A general econometrics and time-series analysis software package. Includes features, screenshots, pricing, and benchmarks. - A multiple regression hedonic econometric analysis program for real estate valuation. Includes features, sample reports, and ordering information. - Modeling and forecasting of structural time series models. Part of the OxMetrics family of software. - Statistics, graphics, and data management with many econometric procedures and a broad range of user-contributed modules. - Makers of TSP (Time Series Processor), a general econometrics software package. Includes ordering information, examples, support information, an FAQ, and a demo version. - Estimating and forecasting linear and nonlinear time series models, with applications to econometrics and finance. By James Davidson. - Tutorials on LaTeX, Perl, SAS, and Unix, algorithms for TSP, MATLAB, Fortran and GAUSS, textbooks, and data. - A user-friendly package for solving nonlinear economic models. Includes documentation and a free evaluation version.
