QMRBC

QM&RBC Software

This is a listing of softwares of interest to people working on Quantitative Macroeconomics and Real Business Cycle theory.

General indices


AD Model Builder

Model builder and solver for nonlinear statistical systems. Commercial.

Analyse-it!

Statistical Software for Microsoft Excel. Commercial

Autobox

Forecasting program based on Box & Jenkins and ARIMA procedures. Commercial.

C/C++

Programming language

General resources

Add-ons

  • CPLEX. Linear, mixed-integer and quadratic programming solvers for large and complex problems. Commercial. Contact email.
  • IMSL Libraries. Many useful procedures. Commercial. Contact email.
  • NAG C Library (Numerical Algorithms Group) Commercial.
  • OX: a subset of C++ with econometric implementation that resembles GAUSS. Free.
  • STL (Standard Template Library). Set of easily composable C++ container classes and generic algorithms. Free.
  • XSC Languages. Add-on for accuracy. Commercial.

    Newsgroups


    Econometric Views

    Pull down menu econometrics. Commercial.

    FORTRAN/F

    Programming language.

    GAUSS

    Programming language based on matrix. Has several statistical and econometric modules. Commercial.

    Genstat

    Powerful and flexible statistical system with extensive graphical facilities and a menu system. Commercial.

    GNU Calc

    Advanced calculator and mathematical tool that runs as part of the GNU Emacs environment. Free.

    LIMDEP

    Collection of tools that includes a programming language, matrix algebra package, and scalar and variable manipulation programs

    Maple V

    Powerful mathematical problem-solving and visualization system that can solve problems involving formal mathematical definitions and return answers as mathematical objects. Commercial.

    Matcalc

    Interactive matrix calculation package. Free.

    Mathcad

    Numeric and symbolic calculations, differential equations, advanced matrix operations, graphics. Commercial.

    Mathematica

    A system for doing mathematics by computer. Commercial.

    MATLAB

    Programming language based on matrix manipulations. Commercial.

    MATRIXX/Xmath

    Modelling simulation.

    Microfit

    Windows based package for the econometric analysis of time series data. Commercial.

    Minitab

    Statistical software for data analysis. Commercial.

    NLREG

    Statistical analysis program that performs linear and nonlinear regression analysis and curve fitting with C-like syntax. Commercial (with shareware)

    Octave

    High-level language, primarily intended for numerical computations. It provides a convenient command line interface for solving linear and nonlinear problems numerically. Free.

    Origin

    Technical graphics and data analysis software package for Windows. Commercial.

    Pascal

    Programming language

    Python

    Object-oriented scripting language that is easily extensible with C code and very easy to write. Free.

    RATS

    Econometrics/time-series analysis software package. Commercial.

    REG-X

    Interactive econometric modelling package.

    RLaB

    Matlab clone. Free.

    SAS

    All purpose data analysis. Commercial.

    Scilab

    Matlab-like numerical computation software. Free.

    Shazam

    Comprehensive regression program. Commercial.

    Simstat

    Statistical analysis sftware. Commercial.

    S-PLUS

    Statistical modelling and analysis with object-oriented programming. Commercial.

    SPSS

    Commercial.

    SST

    Statistical Software Tools. Commercial.

    StatSoft

    Statisitical software. Commercial.

    SymbMath

    Expert system solving symbolic math problems. Shareware.

    Time Series Expert

    Expert system for forecasting and economic statistics. Free.

    TSP International

    Complete language for the estimation and simulation of econometric models. Commercial.

    UNISTAT

    Stand alone statistical package for Windows. Commercial.


    QM&RBC Home

    Contact information

    © Copyright 1995-2002 Christian Zimmermann
    All rights reserved
    URL: dge.repec.org/software.html

    Privacy Legal