Microfit
- Microfit, by Pesaran and Pesaran, is a program for analysis of econometric time-series data.
- http://www.econ.cam.ac.uk/microfit/

Econometric Time Series Modelling Software
- James Davidson's software package; Time Series Modelling (TSMod), shareware for estimating and forecasting linear and nonlinear time series models, with applications to econometrics and finance.
- http://www.timeseriesmodelling.com

Cahill Software
- 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/

Gnu Regression, Econometrics and Time-series Library
- Cross-platform econometric analysis package written in C. Includes downloadable precompiled binaries for Windows, MacOS and Linux.
- http://gretl.sourceforge.net/

Laissez Faire Software
- Betahat tool supports the estimation, testing and simulation of economic models. Includes downloadable evaluation version. [Windows]
- http://www.lfsoftware.com/

S-Plus
- Exploratory data analysis and statistical modeling with over 3,800 data analysis functions, revealing graphics, and the S programming language.
- http://www.insightful.com/support/spluslatest.asp

Econometric Software Links from the Econometrics Journal
- Brief coverage of hundreds of packages relevant to econometricians. Links to other related software lists.
- http://www.feweb.vu.nl/econometriclinks/software.html

WinSolve
- WinSolve is a user-friendly package for solving nonlinear economic models. An evaluation version is available for free download.
- http://www.econ.surrey.ac.uk/winsolve/

STAMP
- 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. S
- http://stamp-software.com/

Matrixer
- The homepage of Matrixer econometric software. Russian econometrics freeware. English shareware version.
- http://matrixer.narod.ru/

OxMetrics
- 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, Giv
- http://oxmetrics.net/

Stata
- Software for statistics, graphics and data management with many econometric procedures and a broad range of user-contributed modules
- http://www.stata.com/

PcGive
- 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, A
- http://www.pcgive.com/

RealStat
- Real Estate appraisal services and sales of RealStat, an econometric automated valuation software using multiple regression analysis
- http://www.realstat.com/

Econometric Software
- This site contains an extensive annotated collection of links to econometric software resources, by John Kane.
- http://www.oswego.edu/~economic/econsoftware.htm

EVIEWS
- by QMS
- http://www.eviews.com/

RATS
- RATS, by Thomas Doan, is an econometrics/time-series analysis software package.
- http://www.estima.com/

LIMDEP
- 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

TSP
- Time Series Processor. General econometric software, by Bronwyn Hall and Clint Cummins, UC Berkeley. Part of OxMetrics family of software.
- http://www.tspintl.com/

SHAZAM
- SHAZAM is a comprehensive econometrics package whose primary strength is the estimation and testing of many types of regression models.
- http://econometrics.com/