Applied Econometrics Computer Routines - Splus and Stata routines, University of Illionois

CodEc - Programs for Economics and Econometrics - A volunteer project established to collect and provide computer programs of interest for economists and econometricians.

UC Berkeley Econometrics Laboratory Software Archive - Tutorials and algorthims for TSP, MATLAB, FORTRAN and GAUSS.

Biogeme - Biogeme is object-oriented C code by Michel Bierlaire for maximum likelihood estimation of Generalized Extreme Value (GEV) models for discrete choice data. The source code is free for academic use.

Econometrics Toolbox for MATLAB - Free