计量经济软件'全'推荐，囊括全世界主要的应用软件，包括综合性和专门性的

计量经济软件全推荐，里面囊括了全世界主要的应用软件。计量经济圈认为没有最好，只有最适合自己胃口的。真正的大咖很多时候只用很简单易学的软件，但做出来的成果却成为后来者的标杆。 文末有你意想不到的收获。

以下软件有的是综合性的，有的是专门性的，计量经济圈推荐那些开放性的、使用者多的、简单易学的计量软件，比如Amos, Eviews, Rats, Stata, Spss, R等。计量经济学的背后主要是概率论和统计回归，把这些看起来学术性很强的概念想成生活哲学，那么我们会发现数学之美，凡是真正的“大家作品”往往看起来简单明了。

Econometric software package information

• Amos

• This package is designed for estimating linear structural equation models.  It is particularly well suited for models with latent variables or measurement error components.  Bootstrap methods are provided for the computation of standard errors.  While this is not a general purpose econometrics package, it is useful in specialized applications.  A free student version is available for Windows and OS/2 platforms.

  
  

• AREMOS

• This package, provided by Global Insight , is primarily designed for the analysis and manipulation of time-series and panel data.  AREMOS estimates OLS, 2SLS, 3SLS, ARIMA, VAR, cointegration, and some nonlinear models.  It is available on Windows platforms.

  
  

• Autobox

• A package that automates the identification of ARIMA and transfer function models.   This package is available on DOS, Windows, and RISC platforms.

  
  

• BMDP

• A classic package that estimates regression, logit, survival function, maximum likelihood (user-specified function), and ARIMA models. Available on Windows platforms.

  
  

• DataDesk

• A Mac/Windows program designed for exploratory data analysis.  Peforms basic regression analysis.

  
  

• Dataplore

• Dataplore is a full-featured package for the analysis of time-series data using a frequency domain approach.  Academic users may download evaluation copies of the software for Windows, Linux, and Sun Solaris platforms.

  
  

• EasyReg

• This package contains a wide variety of estimators for cross-sectional and time-series models.  In addition to standard regression models, this package also estimates a variety of limited dependent variable (such as logit, probit, and Tobit models) and time-series models (including ARMA error processes, ARCH tests, VAR models, and tests for unit roots and cointegration).  The program and sample data sets are downloadable from this site.  This powerful software package operates on Windows platforms.

  
  

• EasyPlot

• A 3D data plotting package that will estimate some nonlinear relationships.

  
  

• ECTM

• This is an econometrics software package, developed by Russell Davidson, that runs on Windows and Linux operating systems. This free package provides estimators for a variety linear and nonlinear regression models, as well as maximum likeliood and GMM estimation procedures. A variety of data manipulation, Monte Carlo, and matrix tools are provided in this package.

  
  

• Egwald Statistics - Multiple Regression

• This online regression package, created by Elmer G. Wiens, allows the user to estimate multiple regression models online (including models with parameter restrictions).

  
  

• Epicure

• A statistical package designed to deal with risk models.

  
  

• EQS - Structural Equation Modeling Software

• A package for estimating LISREL-type models.

  
  

• EViews (Quantitative Micro Software)

• The modern windows based replacement to the very popular MicroTSP package.  This package offers state of the art time-series modelling capabilities and a good variety of single equation and simultaneous equation regression models.   A variety of limited dependent variable, panel data, and ARCH  models are also included to provide a very well-rounded econometrics package.  Remote access to web-based data files is possible.  Available for Windows.

  
  

• Fair-Parke program

• This program may be used to estimate systems of simultaneous equations (including rational expectations and autocorrelated error models). It is available in either an executable form for MS-DOS machines or as FORTRAN source code for other platforms.

  
  

• First Bayes

• A software package designed to teach Bayesian statistics. This package runs on Windows platforms and a download available at this site. (There is no charge for educational users.)

  
  

• 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.

  
  

• Matrixer

• This Windows shareware program offers a large and growing selection of time-series, cross-sectional, and limited dependent variable models.

  
  

• Maxima

• An open source descendent of the original Macsyma symbolic algebra project.

  
  

• Microfit

• This is a general econometrics package, developed by B. and M. Hashem Pesaran, for Windows platforms. This package has a very good mix of estimators for ARCH, GARCH, cointegrating VAR models, and other time series models.

  
  

• Minitab

• A commonly used package for teaching basic statistics and econometrics.  It does not have many of the features of modern econometric software, but it is easy to use and offers good online help facilities.

  
  

• MLEQuick

• MLEQuick is a menu-driven program that contains estimators for a wide variety of regression, limited dependent variable and survival models.  Those with some programming experience in C++ may also wish to use MLE++ (a collection of MLE routines written in C++).

  
  

• MuPAD

• An alternative to Mathematica or Maple that is available on Windows, Linux, and Mac platforms. A free "Light" version of thhis package is available from this site.

  
  

• Mx

• Mx is a structural equation modeling program that allows the user to specify models using either a matrix algebra language or a graphical user interface. Linear and nonlinear equality constraints, missing data, and multilevel models may be handled with this package.

  
  

• NAG (Numerical Algorithms Group)

• A major supplier of Fortran 77, Fortran 90, C, and Ada code for statistical and other applications.  This company also provides a variety of statistical packages including GLIM and a statistical add-on for Excel . (These packages can be used for a variety of ANOVA, linear, nonlinear, and (user-specified) maximum likelihood procedures.

  
  

• NLOGIT

• The NLOGIT package is an extension of William Greene's LIMDEP package to include a variety of multinomial logit and probit models.

  
  

• O-Matrix

• A matrix programming language that is can be used for statistical applications.  A demo version may be downloaded from this site.