正文
Frontier
This software package, written by Tim Coelli, provides a maximum likelihood estimator for the parameters of frontier regression models. This may be used for the estimation of cost or production functions with truncated normal error terms. It allows for time-variant and time-invariant efficiencies and may be used with either cross-sectional or panel data.
GAMS
(General Algebraic Modeling System)
This is a modeling system that can be used for a variety of statistical, econometric, and other mathematical models. Model libraries are available for downloading.
Gauss
This econometrics package/matrix programming language is one of the most popular among those working with maximum likelihood estimators. Gauss is available on Dos, Windows, and Unix platforms. This site contains online tutorials and links to several libraries of Gauss code. Links to a variety of
Gauss resources
may be found at American University or at
Eric Zivot's Gauss Resources
page.
Gaussx
Gaussx is a collection of Gauss estimation routines for a wide range of econometric models. A wide variety of regression, time-series, and limited dependent variable models are provided.
GB-Stat
A reasonably comprehensive statistics package that can be used for many econometric applications. It is available for Windows or Mac platforms.
G*Power
A free software program that computes t, F, and Chi-Squared statistics and computes the power of an experimental test. PC and Mac versions are available and may be downloaded from this site.
GQOPT
The classic nonlinear optimization package that contains a large variety of options to solve difficult maximum likelihood problems. This package, written in Fortran, requires a user-written Fortran subroutine to evaluate the likelihood function. The user may also specify analytic derivatives (as a subroutine) or use a choice among a variety of built-in numerical derivative routines. Available for DOS, Windows, and mainframe environments. (A Fortran compiler is also required.)
Gretl
The Gnu Regression, Econometrics and Time-series Library (gretl) is a very useful econometrics package developed by Allin Cottrell. It offers a very easy to use graphical interface and a growing collection of statistical and econometrics routines.
Grocer
This is an econometrics toolkit for
Scilab
, a matrix processing language similar to Gauss and Matlab. Grocer and Scilab are both free open-source projects. Grocer provides an automatic general-to-specific model estimator that is analagous to PC-GETS. Estimators for 2SLS, SUR, 3SLS, VAR, VEC, VARMA, and GARCH models are also part of this package.
JMP
A package that contains a variety of ANOVA, regression, ARIMA, and time-series smoothing models.
Leading Market Technologies
(producers of EXPO - a statistical package designed for financial analysts)
This site contains information about the EXPO package (a free student version is available).
LIMDEP
This econometrics software package was written by William Greene, the author of
Econometric Analysis
. LIMDEP is updated frequently and contains state-of-the-art estimators. LIMDEP contains estimators for most single-equation and simultaneous equation econometric models. No other package contains as diverse a mix of estimators for limited dependent variable models. While LIMDEP offers some time-series capabilities, it is particularly strong in cross-sectional, panel, and limited dependent variable models.
LISREL
LISREL is a statistical package designed to estimate models involving linear structural relationships among observed and latent (unobserved) variables.
MacAnova
A statistical and matrix algebra package that is strongest in ANOVA models with some basic regression and time series models. Available on Mac, Windows, and Linux platform. This package is free for educational users.
Macsyma
This is a commercial symbolic algebra package that is comparable to Mathematica and Maple.
Maple
One of the most popular mathematical processing languages. While this is not a statistical package, it is often used to teach statistical and econometric concepts. Software libraries are available for many applications.
Mathematica
The major competitor to Maple. (See the notes above for Maple.) A
Mathematica Help Page
is available at Yale
MathCad
(from Mathsoft)
MathCad is another mathematical processing language.
Matlab
A mathematical processing language that is a competitor to Mathematica and Maple.
