TRUE: Econometrics - software

Software for Undergraduate Courses

An incomplete list of commercially distributed packages that are suitable for undergraduate teaching (site licensing, good documentation, accessible interface):

• Eviews (General purpose econometrics package with comparative advantage for working with time series data)
  • developer's website: http://www.eviews.com/index.html
  • UK distributor's website: http://www.timberlake.co.uk/index.html
• MicroFit (designed for time series data)
  • publisher's website: OUP
• OxMetrics (econometrics suite including modules for ARCH/GARCH and statespace models)
  • UK distributor's website: http://www.timberlake.co.uk/index.html

Software Catalogues

Listings of econometric software:

• The Econometrics Journal online listing:
  •  http://www.feweb.vu.nl/econometriclinks/software.html
  • comprehensive catalogue, alphabetical by package name
  • links to (e.g.) suppliers, tutorials, associated texts
• Wikipedia's "Econometric Software" page
  • http://en.wikipedia.org/wiki/Econometric_software
  • not so comprehensive
  • links to Wikipedia pages for some products, concepts etc.

Public Domain Software

• gretl
  • info & download at http://gretl.sourceforge.net/
  • free, cross-platform, multilingual
  • user-friendly, adequate functionality for undergraduates
  • programmable, integrates with GNU R for added functionality
• GNU R
  • info & download at http://www.r-project.org/
  • extensible development environment for statistical computing and graphics
  • (open source variant of S)