The most comprehensive of all econometrics links sites is Econometric Links.  It is maintained by Dr. Marius Ooms and is  part of the Econometrics Journal. The site serves research and education in econometrics and related fields and contains links to everything econometric!. Another excellent site that contains notes, books and other materials is The Economics Network.  The link will take you to a page that contains books and notes relevant to econometrics.   gretl, which stands for Gnu Regression, Econometrics and Time-series Library, is free software written in C by Allin Cottrell. It comes with data sets and access to many more. It works in conjunction with the other free package listed here, R. Also, check out my very own gretl page, which includes a free book on using gretl with Hill, Griffiths, and Lim's forthcoming book Principles of Econometrics. SHAZAM GAUSS is available in the College of Business lab. Ox is an object oriented statistical system based on a powerful matrix programming language. There are several add on modules for Ox that make it very easy to use. Ox can also run most GAUSS programs. The SAS system of software is also a useful tool for econometrics. Look for the ETS (Econometric Time Series) module. A pdf copy of the ETS manual can be found here.SAS is available in nearly every lab on campus. For information on LIMDEP 9.0 RATS, which stands for Regression Analysis for Time Series, is fairly widely used (although we don't have a copy). General Algebraic Modeling System is a useful piece of software for mathematical programming problems. We may have (or be getting) a copy of this. TSP International E Views 6 is available in the College of Business lab. STATA Dataplot This nifty free software is offered by the National Institute of Standards and Technology and can be used to generate just about any kind of pseudo random numbers you want. It can summarize them, plot them and do other sorts of graphical analyses. The R project for statistical computing. R is `GNU S' - A language and environment for statistical computing and graphics. R is similar to widely used S system, which was developed at Bell Laboratories by John Chambers et al. It provides a wide variety of statistical and graphical techniques (linear and nonlinear modelling, statistical tests, time series analysis, classification, clustering, ...). From this site you can download R for free! S+FinMetrics is an excellent package for various econometrics and financial time series applications. And if none of these suit you, check this link Econometric Software Links. Finally, some other links I find useful can be found by clicking here.