计量软件评述经验强烈推荐不看会后悔的Word下载.docx

计量软件评述经验强烈推荐不看会后悔的Word下载.docx

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Autobox

ApackagethatautomatestheidentificationofARIMAandtransferfunctionmodels.ThispackageisavailableonDOS,Windows,andRISCplatforms.

BMDP

Aclassicpackagethatestimatesregression,logit,survivalfunction,maximumlikelihood（user-specifiedfunction）,andARIMAmodels.AvailableWindows2000/XPplatforms.

DataDesk

AMac/Windowsprogramdesignedforexploratorydataanalysis.Peformsbasicregressionanalysis.

Dataplore

Dataploreisafull-featuredpackagefortheanalysisoftime-seriesdatausingafrequencydomainapproach.AcademicusersmaydownloadevaluationcopiesofthesoftwareforWindows,Linux,andSunSolarisplatforms.

EasyReg

Thispackagecontainsawidevarietyofestimatorsforcross-sectionalandtime-seriesmodels.Inadditiontostandardregressionmodels,thispackagealsoestimatesavarietyoflimiteddependentvariable（suchaslogit,probit,andTobitmodels）andtime-seriesmodels（includingARMAerrorprocesses,ARCHtests,VARmodels,andtestsforunitrootsandcointegration）.Theprogramandsampledatasetsaredownloadablefromthissite.ThispowerfulsoftwarepackageoperatesonWindowsplatforms.

EasyPlot

A3Ddataplottingpackagethatwillestimatesomenonlinearrelationships.

EgwaldStatistics-MultipleRegression

Thisonlineregressionpackage,createdbyElmerG.Wiens,allowstheusertoestimatemultipleregressionmodelsonline（includingmodelswithparameterrestrictions）.

Epicure

Astatisticalpackagedesignedtodealwithriskmodels.

EQS-StructuralEquationModelingSoftware

ApackageforestimatingLISREL-typemodels.

EViews（QuantitativeMicroSoftware）

ThemodernwindowsbasedreplacementtotheverypopularMicroTSPpackage.Thispackageoffersstateofthearttime-seriesmodellingcapabilitiesandagoodvarietyofsingleequationandsimultaneousequationregressionmodels.Avarietyoflimiteddependentvariable,paneldata,andARCHmodelsarealsoincludedtoprovideaverywell-roundedeconometricspackage.Remoteaccesstoweb-baseddatafilesispossible.AvailableforWindows.

Fair-Parkeprogram

Thisprogrammaybeusedtoestimatesystemsofsimultaneousequations（includingrationalexpectationsandautocorrelatederrormodels）.ItisavailableineitheranexecutableformforMS-DOSmachinesorasFORTRANsourcecodeforotherplatforms.

FirstBayes

AsoftwarepackagedesignedtoteachBayesianstatistics.ThispackagerunsonWindowsplatformsandadownloadavailableatthissite.（Thereisnochargeforeducationalusers.）

Frontier

Thissoftwarepackage,writtenbyTimCoelli,providesamaximumlikelihoodestimatorfortheparametersoffrontierregressionmodels.Thismaybeusedfortheestimationofcostorproductionfunctionswithtruncatednormalerrorterms.Itallowsfortime-variantandtime-invariantefficienciesandmaybeusedwitheithercross-sectionalorpaneldata.

GAMS（GeneralAlgebraicModelingSystem）

Thisisamodelingsystemthatcanbeusedforavarietyofstatistical,econometric,andothermathematicalmodels.Modellibrariesareavailablefordownloading.

Gauss

Thiseconometricspackage/matrixprogramminglanguageisoneofthemostpopularamongthoseworkingwithmaximumlikelihoodestimators.GaussisavailableonDos,Windows,andUnixplatforms.ThissitecontainsonlinetutorialsandlinkstoseverallibrariesofGausscode.LinkstoavarietyofGaussresourcesmaybefoundatAmericanUniversityoratEricZivot'

'

sGaussResourcespage.

GB-Stat

Areasonablycomprehensivestatisticspackagethatcanbeusedformanyeconometricapplications.ItisavailableforWindowsorMacplatforms.

G*Power

Afreesoftwareprogramthatcomputest,F,andChi-Squaredstatisticsandcomputesthepowerofanexperimentaltest.PCandMacversionsareavailableandmaybedownloadedfromthissite.

GQOPT

Theclassicnonlinearoptimizationpackagethatcontainsalargevarietyofoptionstosolvedifficultmaximumlikelihoodproblems.Thispackage,writteninFortran,requiresauser-writtenFortransubroutinetoevaluatethelikelihoodfunction.Theusermayalsospecifyanalyticderivatives（asasubroutine）oruseachoiceamongavarietyofbuilt-innumericalderivativeroutines.AvailableforDOS,Windows,andmainframeenvironments.（AFortrancompilerisalsorequired.）

Gretl

TheGnuRegression,EconometricsandTime-seriesLibrary（gretl）isaveryusefuleconometricspackagedevelopedbyAllinCottrell.Itoffersaveryeasytousegraphicalinterfaceandagrowingcollectionofstatisticalandeconometricsroutines.

Grocer

ThisisaneconometricstoolkitforScilab,amatrixprocessinglanguagesimilartoGaussandMatlab.GrocerandScilabarebothfreeopen-sourceprojects.Grocerprovidesanautomaticgeneral-to-specificmodelestimatorthatisanalagoustoPC-GETS.Estimatorsfor2SLS,SUR,3SLS,VAR,VEC,VARMA,andGARCHmodelsarealsopartofthispackage.

JMP

ApackagethatcontainsavarietyofANOVA,regression,ARIMA,andtime-seriessmoothingmodels.

LeadingMarketTechnologies（producersofEXPO-astatisticalpackagedesignedforfinancialanalysts）

ThissitecontainsinformationabouttheEXPOpackage（afreestudentversionisavailable）.

LIMDEP8.0

ThiseconometricssoftwarepackagewaswrittenbyWilliamGreene,theauthorofEconometricMethods.LIMDEPisupdatedfrequentlyandcontainsstate-of-the-artestimators.LIMDEPcontainsestimatorsformostsingle-equationandsimultaneousequationeconometricmodels.Nootherpackagecontainsasdiverseamixofestimatorsforlimiteddependentvariablemodels.It'

sonlyweaknessisitslimitedcapabilitiesfordealingwithtime-seriesmodels.

LISREL

LISRELisastatisticalpackagedesignedtoestimatemodelsinvolvinglinearstructuralrelationshipsamongobservedandlatent（unobserved）variables.

MacAnova

AstatisticalandmatrixalgebrapackagethatisstrongestinANOVAmodelswithsomebasicregressionandtimeseriesmodels.AvailableonMac,Windows,andLinuxplatform.Thispackageisfreeforeducationalusers.

Macsyma

ThisisacommercialsymbolicalgebrapackagethatiscomparabletoMathematicaandMaple.

Maple

Oneofthemostpopularmathematicalprocessinglanguages.Whilethisisnotastatisticalpackage,itisoftenusedtoteachstatisticalandeconometricconcepts.Softwarelibrariesareavailableformanyapplications.

Mathematica

ThemajorcompetitortoMaple.（SeethenotesaboveforMaple.）AMathematicaHelpPageisavailableatYale

MathCad（fromMathsoft）

MathCadisanothermathematicalprocessinglanguage.

Matlab

AmathematicalprocessinglanguagethatisacompetitortoMathematicaandMaple.

Matrixer

ThisWindowssharewareprogramoffersalargeandgrowingselectionoftime-series,cross-sectional,andlimiteddependentvariablemodels.

Maxima

AnopensourcedescendentoftheoriginalMacsymasymbolicalgebraproject.

Microfit

Thisisageneraleconometricspackage,developedbyB.andM.HashemPesaran,forWindowsplatforms.ThispackagehasaverygoodmixofestimatorsforARCH,GARCH,cointegratingVARmodels,andothertimeseriesmodels.

Minitab

Acommonlyusedpackageforteachingbasicstatisticsandeconometrics.Itdoesnothavemanyofthefeaturesofmoderneconometricsoftware,butitiseasytouseandoffersgoodonlinehelpfacilities.

MLEQuick

MLEQuickisamenu-drivenprogramthatcontainsestimatorsforawidevarietyofregression,limiteddependentvariableandsurvivalmodels.ThosewithsomeprogrammingexperienceinC++mayalsowishtouseMLE++（acollectionofMLEroutineswritteninC++）.

MuPAD

AnalternativetoMathematicaorMaplethatisavailableonWindows,Linux,andMacplatforms.Afree"

Light"

versionofthhispackageisavailablefromthissite.

Mx

Mxisastructuralequationmodelingprogramthatallowstheusertospecifymodelsusingeitheramatrixalgebralanguageoragraphicaluserinterface.Linearandnonlinearequalityconstraints,missingdata,andmultilevelmodelsmaybehandledwiththispackage.

NAG（NumericalAlgorithmsGroup）

AmajorsupplierofFortran77,Fortran90,C,andAdacodeforstatisticalandotherapplications.ThiscompanyalsoprovidesavarietyofstatisticalpackagesincludingGLIMandastatisticaladd-onforExcel.（ThesepackagescanbeusedforavarietyofANOVA,linear,nonlinear,and（user-specified）maximumlikelihoodprocedures.

O-Matrix

Amatrixprogramminglanguagethatiscanbeusedforstatisticalapplications.Ademoversionmaybedownloadedfromthissite.

Octave

Anothermathematicalprogramminglanguage.

Ox

Oxisanobjectorientedmatrixprogramminglanguagedesignedforstatisticalapplications.EducationalusersmaydownloadacopyofOxfromthissite（alongwithPc-Give-describedbelow）.ThispackageprovidesanicefreealternativetoGAUSSforeduca