TSP - Time Series Processor. General econometric software, by Bronwyn Hall and Clint Cummins, UC Berkeley. Part of OxMetrics family of software.

LIMDEP - LIMDEP, by William Greene, 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.

RATS - RATS, by Thomas Doan, is an econometrics/time-series analysis software package.

EVIEWS - by QMS

Microfit - Microfit, by Pesaran and Pesaran, is a program for analysis of econometric time-series data.

Prognosis - Prognosis is used to forecast market shares, sales or profits using extrapolation. Free download under "Products", normal price: USD 50,-

Econometric Software - This site contains an extensive annotated collection of links to econometric software resources, by John Kane.

RealStat - Real Estate appraisal services and sales of RealStat, an econometric automated valuation software using multiple regression analysis

PcGive - PcGive is an interactive econometric modelling package providing estimation, forecasting and testing from linear regression and logit to likelihood based cointegration, simultaneous equations, general limited dependent variables, dynamic panels, GARCH, ARFIMA, X12-Arima.

Stata - Software for statistics, graphics and data management with many econometric procedures and a broad range of user-contributed modules

OxMetrics - OxMetrics integrated software packages for econometric and statistical analyis. Empirical modelling, forecasting and simulation. Multiple time series, limited dependent variables, repeated cross sections and panel data. Programs: Ox Professional, PcGive, TSP, GiveWin, STAMP, PcGets, PcNaive.

Matrixer - The homepage of Matrixer econometric software. Russian econometrics freeware. English shareware version.

STAMP - STAMP Software for Structural Time Series Modeling is a software package designed to model and forecast time series based on Structural Time Series models. These models use advanced techniques, such as Kalman filtering, but are set-up to be easy to use. STAMP belongs to the OxMetrics family of software

WinSolve - WinSolve is a user-friendly package for solving nonlinear economic models. An evaluation version is available for free download.

Econometric Software Links from the Econometrics Journal - Brief coverage of hundreds of packages relevant to econometricians. Links to other related software lists.

S-Plus - Exploratory data analysis and statistical modeling with over 3,800 data analysis functions, revealing graphics, and the S programming language.