- Cahill Software
http://www.magma.ca/~cahill/
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.
- LIMDEP
http://www.limdep.com
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.
- OxMetrics
http://oxmetrics.net/
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
http://www.pcgive.com/
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
http://www.profiware.com/
Prognosis is used to forecast market shares, sales or profits using extrapolation. Free download under "Products", normal price: USD 50,-
- RealStat
http://www.realstat.com/
Real Estate appraisal services and sales of RealStat, an econometric automated valuation software using multiple regression analysis
- SHAZAM
http://econometrics.com/
SHAZAM is a comprehensive econometrics package whose primary strength is the estimation and testing of many types of regression models.
- STAMP
http://stamp-software.com/
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
- Stata
http://www.stata.com/
Software for statistics, graphics and data management with many econometric procedures and a broad range of user-contributed modules
- TSP
http://www.tspintl.com/
Time Series Processor. General econometric software, by Bronwyn Hall and Clint Cummins, UC Berkeley. Part of OxMetrics family of software.
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