This category collects econometrics software packages and source code.

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Cahill Software
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
An open-source econometrics and statistics package with a simple graphical interface for performing regressions and plotting.
Econometric Software
An annotated collection of links to econometric software resources, by John Kane.
Econometric Software Links from the Econometrics Journal
Brief coverage of hundreds of packages relevant to econometricians. Links to other related software lists.
Econometrics Toolbox for MATLAB
Functions for estimating, simulating, and testing economic models, particularly volatility models.
Econometrics Toolbox for MATLAB
A collection of routines which implement a host of econometric estimation methods. Includes source code, documentation, and examples.
Statistical, forecasting, and modeling tools with a simple object-oriented interface.
Gnu Regression, Econometrics and Time-series Library
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.
RATS Econometrics Software
A general econometrics and time-series analysis software package. Includes features, screenshots, pricing, and benchmarks.
RealStat Appraisal Software
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.
Time Series Modelling (TSM)
Estimating and forecasting linear and nonlinear time series models, with applications to econometrics and finance. By James Davidson.
TSP International
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
Tutorials on LaTeX, Perl, SAS, and Unix, algorithms for TSP, MATLAB, Fortran and GAUSS, textbooks, and data.
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