Monthly Email Updates
from the Economics Network

Software in Econometrics

Up: Home > Learning Materials > Online Learning Materials > Software

The economics pack
Thomas Cool
 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.

GPE2
Kuan-Pin Lin, Portland State University
 GAUSS Programming for Econometricians and Financial Analysts is a complete econometrics package written in GAUSS. It accompanies a 400-page book Computational Econometrics: GAUSS Programming for Econometricians and Financial Analysts by Kuan-Pin Lin. The book and software together form a course in the use of GAUSS for econometric modelling and analysis.

Matrixer
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
IMF
 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.

RATS procedure and example files
Prof. James Hamilton, University of California at San Diego
 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'.

This page was last updated Tue Mar 30 14:32:42 BST 2010