AREMOS
Primarno je dizajniran za analizu i manipulaciju vremenskih serija i panela. AREMOS sadrži OLS, 2SLS, 3SLS, ARIMA, VAR, kointegraciju i još neke nelinearne modele. Dostupan je za Windows platformu.
EasyReg
Ovaj paket sadrži širok spektar estimatora za uporedne i vremenske modele. Pored standardnog regresionog modela postoji i mogućnost prognoza različitih ograničenih zavisnih varijabli (logit, probit i Tobit model) i vremenske serije (uključujući ARMA, ARCH test, VAR modeli). Softver i podaci sa primerima mogu da se preuzmu sa sajta. Radi na Windows platformi.
ECTM
ECTM je ekonometrijski softverski paket koji je dostupan za Windows i Linux operativne sisteme. Paket je besplatan i sadrži estimatore za različite linearne i nelinearne regresione modele, kao i za metod maksimalne verodostojnosti (MLE) i generalizovanu metodu momenata (GMM).
EViews (Quantitative Micro Software)
Moderna zamena za veoma popularan paket MicroTSP, baziran na Windows platformi. Ovaj paket nudi modelovanje vremenskih serija, raznovrsnost jednostavnih i simultanih jednačina regresionih modela, rad sa zavisnim varijablama, panelima i ARCH modelima. Omogućen je pristup online podacima. Radi na Windows platformi.
Gauss
Ekonometrijski paket koji je ujedno i programski jezik za rad sa matricama. Veoma je popularan među onima koji koriste metod maksimalne verodostojnosti. Dostupan je za DOS, Windows i Unix platforme. Na sajtu se nalaze online uputstva i linkovi ka bibliotekama.
Gretl
Gnu Regression, Econometrics and Time-series Library (gretl) je veoma koristan ekonometrijski paket koji nudi grafički interfejs koji je jednostavan za korišćenje. Sadrži veliki broj statističkih i ekonometrijskih rutina.
MacAnova
Najrazvijeniji deo ovog paketa je rad sa ANOVA modelima. Dostupan je za Windows, Mac i Linux platformu. Besplatan je za korišćenje u edukativne svrhe.
Maple
Jedan od najpopularnijih matematičkih paketa. Iako nije statistički paket, šesto se koristi za učenje statističkih i ekonometrijskih koncepata.
Mathematica
Veliki konkurent Maple softveru. Stranice za pomoć za rad u Mathematica su dostupne na Yale Univerzitetu.
MathCad (Mathsoft)
MathCad je još jedan matematički paket.
Matlab
Matematički paket koji je konkurent paketima Mathematica i Maple.
Minitab
Paket koji se često upotrebljava za učenje osnova statistike i ekonometrije. Nema mnogo mogućnosti kao savremeni ekonometrijski paketi, ali je jednostavan za korišćenje i ima dobru online pomoć.
MuPAD
Alternativa paketima Mathematica i Maple koje je dostupna za Windows, Linux i Mac platforme. Raspoloživa je besplatna verzija koja ima manje opcija od komercijalne.
Octave
Još jedan popularan matematički paket.
R
R Project for Statistical Computing je GNU projekat koji ima razvijen skup matematičkih alata i statističkih procedura. R je besplatna alternativa S paketu. Kao moderan matematički programski jezik dosta je fleksibilan, nije samo paket za regresije i testove.
RATS and CATS
Moćan paket za vremenske serije koji radi na Windows i Mac platformama.
S Plus
Vizuelni paket za analizu podataka sa ograničenom ekonometrijskom funkcionalnošću.
SAS
Dugi niz godina SAS je bio dominantan paket za velike ekonometrijske modele.
Shazam
Popularan paket koji sadrži estimatore za većinu osnovnih ekonometrijskih modela. Na sajtu se nalazi dokumentacija sa primerima, podacima, i omogućeno je posetiocima sajta da daljinski pokrenu program.
SPSS
Veoma popularan paket među ekonometričarima kasnih sedamdesetih i pošetkom osamdesetih godina XX veka. Iako ima značajno manji obim ekonometrijskih estimatora od paketa Stata ili SAS, nudi korisnički interfejs koji je lak za korišćenje.
Stata
Stata je postala jedan od najčešće korišćenih ekonometrijskih softvera. Trenutno postoji širok spektar robusnih estimatora za regresiju, panel podatke, modele vremenskih serija. Jedino SAS paket je blizu Stata paketu po broju varijacija estimatora. Na sajtu UCLA Univerziteta postoji uputstvo za korišćenje.
WinSolve
Paket za analizu nelinearnih ekonomskih modela. Demo verzija sa potpunom funkcionalnošću je dostupna na 120 dana.
XTREMES
Softverski paket koji je dizajniran za analizu ekstremnih podataka. Prvenstveno se koristi za analizu u osiguranju i kod spekulativnih podataka cena. StatPascal, grafički programski jezik u statistici, funkcioniše sa XTREMES paketom.
AREMOS
It is primarily designed for the analysis and manipulation of time series and panels. AREMOS includes OLS, 2SLS, 3SLS, ARIMA, VAR, cointegration and some other non-linear models. It is available for Windows platform.
EasyReg
This package contains a wide range of estimators for comparative and temporal models. In addition to the standard regression model, there is also the possibility of forecasting various limited dependent variables (logit, probit and Tobit models) and time series (including ARMA, ARCH test, VAR models). Software and sample data can be downloaded from the site. It works on the Windows platform.
ECTM
ECTM is an econometric software package available for Windows and Linux operating systems. The package is free and contains estimators for various linear and non-linear regression models, as well as maximum likelihood (MLE) and generalized method of moments (GMM).
EViews (Quantitative Micro Software)
A modern replacement for the very popular MicroTSP package, based on the Windows platform. This package offers time series modeling, a variety of simple and simultaneous equation regression models, work with dependent variables, panels and ARCH models. Access to online data is enabled. It works on the Windows platform.
Gauss
An econometric package that is also a programming language for working with matrices. It is very popular among those who use the maximum likelihood method. It is available for DOS, Windows and Unix platforms. The site has online instructions and links to libraries.
Gretl
The Gnu Regression, Econometrics and Time-series Library (gretl) is a very useful econometrics package that offers an easy-to-use graphical interface. It contains a large number of statistical and econometric routines.
MacAnova
The most developed part of this package is working with ANOVA models. It is available for Windows, Mac and Linux platform. It is free to use for educational purposes.
Maple
One of the most popular math packages. Although not a statistical package, the sixth is used to teach statistical and econometric concepts.
Mathematica
A major competitor to Maple software. Help pages for working with Mathematica are available from Yale University.
MathCad (Mathsoft)
MathCad is another math package.
Matlab
A math package that competes with Mathematica and Maple.
Minitab
A package that is often used to learn the basics of statistics and econometrics. It does not have as many features as modern econometric packages, but it is easy to use and has good online help.
MuPAD
Alternative to Mathematica and Maple available for Windows, Linux and Mac platforms. A free version is available that has fewer options than the commercial version.
Octave
Another popular math package.
R
The R Project for Statistical Computing is a GNU project that has developed a set of mathematical tools and statistical procedures. R is a free alternative to the S package. As a modern mathematical programming language it is quite flexible, it is not just a package for regressions and tests.
RATS and CATS
A powerful time series package that runs on Windows and Mac platforms.
S Plus
A visual data analysis package with limited econometric functionality.
SAS
For many years, SAS was the dominant package for large econometric models.
Shazam
A popular package containing estimators for most basic econometric models. The site contains documentation with examples, data, and it is possible for site visitors to launch the program remotely.
SPSS
A very popular package among econometricians in the late 1970s and early 1980s. Although it has a significantly smaller scope of econometric estimators than Stata or SAS, it offers a user interface that is easy to use.
State
Stata has become one of the most widely used econometric software. There is currently a wide range of robust estimators for regression, panel data, time series models. Only the SAS package is close to the Stata package in terms of the number of estimator variations. There is a user manual on the UCLA University website.
WinSolve
A package for the analysis of non-linear economic models. A demo version with full functionality is available for 120 days.
XTREMES
A software package designed for extreme data analysis. Primarily used for insurance analysis and speculative price data. StatPascal, a graphical programming language in statistics, works with the XTREMES package.