部分样本：

Econometric Software Links Econometrics Journal

Location of Site in [Brackets]. Packages are commercial, unless stated otherwise. (toc software): Back to top.

Update: August 30, 2005. Easily found via http://econometriclinks.com

A (toc software)
• Automatic Differentiation (AD) Model Builder [AU]
• ADE-4 2004 [FR]
  • Free program for multivariate (inc. spatial) analysis and graphical display. Mac and Wintel.
  • Verision 4 also for R.
• AIMMS 3 [NL] (Paragon Decision Technology)
  • The Advanced Integrated Multi-dimensional Modeling Software for building large scale optimization-based decision support applications, advanced planning systems, or optimization-based components
• ALOGIT 4 and 4EC [NL]
  • (Windows) Version 4 (2001): Mixed logit or error component analysis
  • For large scale (nested) logit estimation and forecasting
  • By Hague Consulting Group (HCG), taken over by RAND Europe
• Alyuda Forecaster 1.5 [US]
  • Forecasting neural network software
• AMOS 5.0 [US]
  • What's new in AMOS 5 (2004): Exploratory Specification search, Improved output, programming environment.
  • Analysis of Moment Structures. Graphical structural equation modeling, measurement errors, advanced likelihood based methods and bootstrap analysis. Not for categorical data.
  • AMOS pages at SPSS
  • AMOS page at ScienceDownload
• AMPL 1.6 [US]
  • Modelling language around several optimizers like, (ILOG) CPLEX, MINOS, MOSEK
  • By AMPL Optimization LLC, since 2004.
• APLX 1.1 [UK] by MicroAPL
  • Advanced implementation of IBMs APL2 for PCs. High level programming language used in acturial sciences.
• Apophenia 0.08 [US]
  • Free GNU Statistics library for C, based on numerics of GNU Scientific Library and SQL facilities of SQLite. It provides functions on the same level as those of the typical stats package (OLS, probit, singular value decomposition, etc.)
  • By Ben Klemens
• Arc 1.04 [US]
  • Free software for Applied Regression Including Computing and Graphics. Now based on XLispStat, rather than R. Recent(1999) text by Dennis Cook and Sandy Weisberg
• AREMOS 5.2 [US], [DK]
  • Econometric and time-series modelling and automatic report generation for business from Global Insight formerly DRI-WEFA, (formerly Wharton Econometric Forecasting Associates, founded by Lawrence Klein)
  • A Global Insight, Inc (GII) Company since Mar 2001. (DRI formerly part of McGraw Hill)
• Autobox 5.0 [US].
  • Automatic Robust Box Jenkins Modeling and forecasting. From Automatic Forecasting Systems, AFS.
• AutoSignal 1.5 [UK]
  • Windows time series program (Spectral analysis, wavelets) By Clecom, formerly from SPSS-Science UK
• Axum 7
  • Discontinued in 2003.
  • Mathcad's (Statistical) Graphics program for data-analysis. (stripped down S-PLUS).
  B (toc software)
• BATS [US]
  • Free (Windows exe) software for applied Bayesian Analysis of Time Series by Mike West, book by Pole, West and Harrison (1994). See also TVAR
• B34S(r), by Houston Stokes [US]
  • (Nonlinear) Data analysis and econometric analysis in conjunction with book that also discusses MARS.
• BACC 2003 [US]
  • last version 2003: Linux versions and Windows-version for R and S-Plus next to Matlab 6.5
  • Bayesian Analysis, Computation and Communication. Free high quality generic software developed for different operating systems (Windows, Unix) and different front-ends. Specific model procedures as well. Supported by the US NSF. Developed by Bill McCausland under the supervision of John Geweke.
  • Extensive Review of BACC by Gary Koop. Even more extensive example in JAE (1999, 14, 677-689).
• Betahat 5.0 [US] (12/04)
  • Models in betahat 5.0
  • Windows based general purpose econometric program with simulation capabilities and X-11, by Paul Calvert. Laissez Faire Software.
  • Scales well.
• BIOGEME 1.0[CH]
  • Bierlaire's Optimization Toolbox for Generalised Extreme Value Model Estimation, by Michel Bierlaire
  • Free for Windows and Linux.
  • Some versions require C-version of FSQP
• BMDP New System 2.0
  • What's new in 2.0
• Brodgar 2.09 [UK], [UK]
  • R interface available.
  • Package for multivariate time series analysis of (large) (environmental) data sets. By Alain Zuur. Highland Statistics Ltd.
• BUGS, WinBUGS 1.4 [UK]
  • What's new in 1.4: Scripting facilities.
  • At Biostatistics unit Medical Research Council, Cambridge (UK). Free demo available. Use BUGS programming language to specify model and generate MCMC program to make inference about the model. Special attention for monitoring MCMC convergence. Based on Adaptive Rejection sampling (ARS), developed by Wally Gilks.
  • See MCMC page (back at Cambridge) for more software on this topic.
  • BUGS active mailing list at jiscmail
• BV4, Berliner Verfahren 4 [DE]
  • Free dowload of DOS version of Time Series Decomposition method used by the German Federal Statistical Office since 1983
  • Technical description by M. Nourney
  C (toc software)
• CalculationCenter 2
  • What's new in version 2
  • User-friendly product from the producers of Mathematica
• CART 5.0
  • Slow links. For econometrics of marketing. From Salford Systems. Book by Friedman et al. Classification and Regression Trees from CRC. See also MARS by Friedman.
• Census X12
• (ILOG) CPLEX 8 [US]
  • What's new in 8 Mixed Integer Quadratic programming (MIQP)
  • Advanced optimization tools for large and difficult problems, taken over by ILOG
  • CPLEX page at U. Texas.
  • Division of ILOG since 1997
  • ILOG OPL 3.5 C++ objects to use CPLEX in C++ optimization applications