See the latest information on the popular TSP,
RATS,
and SHAZAM econometrics
packages. A less well known, but worthwhile, econometrics package is the
B34S
Data Analysis Program produced by Houston H. Stokes at the University
of Illinois at Chicago. A student version of his package is available at
no cost to students. Regarding other useful programs, see the StatLib
Index, and don't miss the 
Econometrics Laboratory Software Archive ELSA
at Berkeley. Also see the Software
Guide: Econometrics, which is a catalog of econometrics software maintained
by the Learning and Teaching Support Network Centre for Economics in the UK. For some Mathematica programs in
economics, see the Mathematica Information Center.
Also see MathWorks' MatLab.
In the field of finance, Leading Market Technologies has a formidable program,
especially for securities traders, called EXPO. It's VERY expensive, but
a free version called EXPO/SE
is available to students. Quantitative
Micro Software (QMS) is a package of useful econometric modeling and
forecasting software.
The well known FAIRMODEL,
originated and maintained by Ray Fair at Yale, is a highly regarded, large
scale, well documented macroeconomic model. The model can be solved or
changed directly on the web without ever downloading the model. In addition
to his well known U. S. macroeconomic model, Fair also now has online at
this site his multicountry econometric model. All of the computations can
be done directly on the web. This wonderful capability is made available
at no cost to users. .
A Nonlinear Inference Competition:
A collection of state of the art tests for nonlinearity and for
chaos recently were compared in a single blind controlled competition.
The result of the tests and the simulated data used in the competition
are available online, and the computer programs to run each of the tests
entered into the competition are online and linked to paragraph 8 of my
Working
Papers web page.
Bifurcation Analysis:
To search for bifurcation boundaries of ordinary differential equation systems, mathematicians often use a program called Auto.