- 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.
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.
- GAUSS is available in the College of Business
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.
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
- 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
- Finally, some other links I find useful can be found by clicking here.
- Here are some links to some sites on writing in economics and econometrics.