22 sites in Software
Cahill Software
Save
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/
LIMDEP
Save
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.
http://www.limdep.com
OxMetrics
Save
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.
http://oxmetrics.net/
PcGive
Save
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.
http://www.pcgive.com/
SHAZAM
Save
SHAZAM is a comprehensive econometrics package whose primary strength is the estimation and testing of many types of regression models.
http://econometrics.com/
STAMP
Save
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
http://stamp-software.com/
Stata
Save
Software for statistics, graphics and data management with many econometric procedures and a broad range of user-contributed modules
http://www.stata.com/
TSP
Save
Time Series Processor. General econometric software, by Bronwyn Hall and Clint Cummins, UC Berkeley. Part of OxMetrics family of software.
http://www.tspintl.com/
See also