Software company Estima hosts example downloadable RATS files enabling replication of the examples used in many textbooks, including James Hamilton's 'Time Series Analysis', Brockwell and Davis' 'Introduction to Time Series and Forecasting', Greene's 'Econometric Analysis', Gujarati's 'Basic Econometrics' and Stock and Watson's 'Introduction to Econometrics'.
Software in Econometrics
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Alexander Tsyplakov, Novosibirsk State University
Matrixer is intended for the teaching of econometrics and for medium-scale applied research, this has a graphical interface and built-in help. It provides many classical as well as more recent econometric techniques and models. Additional features include some plotting facilities, a macro language, import of data from text files, and vector and matrix operations. It is available as a free download.
MULTIMOD Mark III Econometric Model is a modern dynamic multicountry macro model of the world economy that has been designed to study the transmission of shocks across countries as well as the short-run and medium-run consequences of alternative monetary and fiscal policies. Sub-models are available for each of the seven largest industrial countries and an aggregate grouping of 14 smaller industrial countries. It is freely available to download in DOS and UNIX versions.
Boston College Department of Economics
Part of the IDEAS project, this page lists statistical software components from the Boston College Department of Economics. This archive includes many downloadable Stata modules and other procedures. The archive stretches back from the present day to 1995. Users can browse by year or undertake a keyword search of the archive.
Econometrics Software Laboratory Archive
ELSA's aim is to facilitate the interchange of computational algorithms that have economic applications. Their website contains experimental software, algorithms, documentation and manuals. The site was last updated in 2003, so users may find more up-to-date materials elsewhere.
The economics pack is a set of Mathematica notebooks and packages totalling more than 1000 functions related to economics, finance, statistics and econometrics. The pack contains online help, a search index, 'click and paste' palettes, and additional exemplary notebooks. Users will need to purchase a license to use the pack.