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 programmi…
Econometric Software Links from the Econometrics Journal
Brief coverage of hundreds of packages relevant to econometricians. Links to other related software lists.
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 econometric…
Gnu Regression, Econometrics and Time-series Library
Cross-platform econometric analysis package written in C. Includes downloadable precompiled binaries for Windows, MacOS and Linux.
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