Surf these sites: Econometric Software -- This site contains an extensive annotated collection of links to econometric software resources. Econometric Software Links from the Econometrics Journal -- Brief coverage of hundreds of packages relevant to econometricians LIMDEP -- LIMDEP is a general econometrics computer program for estimating linear and nonlinear regression models and qualitative dependent variable models for cross-section, time-series and panel data. Microfit -- Microfit is a specialised program for analysis of econometric time-series data. RATS -- RATS is an econometrics/time-series analysis software package. S-Plus -- Exploratory data analysis and statistical modeling with over 3,800 data analysis functions, revealing graphics, and the S programming language. Shazam -- SHAZAM is a comprehensive econometrics package whose primary strength is the estimation and testing of many types of regression models.
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