Oberwolfach References on Mathematical Software

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gretl - Gnu Regression, Econometrics and Time-series Library

Gretl is a statistical package. It was developed mainly for econometrics. It has as well scripting capabilities as an easy intuitive interface. It features a wide variety of estimators, time series methods limited dependent variables. It has several times been applied in the Journal of Applied Econometrics.

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NumXL

NumXL is a suite of time series Excel add-ins. It transforms your Microsoft Excel application into a first-class time series software and econometrics tool, offering the kind of statistical accuracy offered by the leading statistical packages. NumXL integrates natively with Excel, adding scores of econometric functions, a rich set of shortcuts, and intuitive user interfaces to guide you through the entire process.

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OxMetrics

The family of software packages for the econometric analysis of time series, forecasting, econometric model selection and for the statistical analysis of cross-section data and panel data.

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RATS

RATS (Regression Analysis of Time Series) is a fast, efficient, and comprehensive econometrics and time series analysis software package.

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