SHAZAM is a comprehensive econometrics package whose primary strength is the estimation and testing of many types of regression models. http://econometrics.com/
Time Series Processor. General econometric software, by Bronwyn Hall and Clint Cummins, UC Berkeley. Part of OxMetrics family of software. http://www.tspintl.com/
Prognosis is used to forecast market shares, sales or profits using extrapolation. Free download under "Products", normal price: USD 50,- http://www.profiware.com/
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. http://www.limdep.com
Real Estate appraisal services and sales of RealStat, an econometric automated valuation software using multiple regression analysis http://www.realstat.com/
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, A http://www.pcgive.com/
Software for statistics, graphics and data management with many econometric procedures and a broad range of user-contributed modules http://www.stata.com/
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. S http://stamp-software.com/
WinSolve is a user-friendly package for solving nonlinear economic models. An evaluation version is available for free download. http://www.econ.surrey.ac.uk/winsolve/
Betahat tool supports the estimation, testing and simulation of economic models. Includes downloadable evaluation version. [Windows] http://www.lfsoftware.com/
Cross-platform econometric analysis package written in C. Includes downloadable precompiled binaries for Windows, MacOS and Linux. http://gretl.sourceforge.net/
Maximum likelihood estimation package (written in C++) which allows construction and testing of new models, in addition to the standard models supplied. Also offer custom programming in C++ or SAS. http://www.magma.ca/~cahill/
James Davidson's software package; Time Series Modelling (TSMod), shareware for estimating and forecasting linear and nonlinear time series models, with applications to econometrics and finance. http://www.timeseriesmodelling.com
