Programming and Software

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Here are some useful links on widely-used econometrics software, from getting started to examples and sample documentation.

Have suggestions? Email whoever@cerp.org.

 


General | TSP | STATA | SAS | SPSS | EViews | Matlab | Mathematica | LaTeX | Free Statistics software



General

Software Reference: 

http://www.autobox.com/pdfs/econometrics.pdf

Benchmarks

http://www.stanford.edu/~clint/bench

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TSP 

http://www.tspintl.com/support/tsp/rm_online.htm 

TSP Manual:

http://elsa.berkeley.edu/wp/tsp_user/tspugpdf.htm 

TSP User's Guide: 

http://www.tspintl.com/products/ug_online.htm

TSP Simple Example: 

http://www.tspintl.com/products/tsp/basic.htm 

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Stata

http://www.stata.com

Stata Tutorials: 

http://www.princeton.edu/~erp/stata/main.html

Stata Documentation

http://www.stata.com/help.cgi?contents

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SAS

www.support.sas.com

Introduction to SAS: 

www.stat.berkeley.edu/classes/s100/sas.pdf

SAS Examples:                          

http://www.cpc.unc.edu/services/computer/presentations/sasclass99

SAS Tutorial: 

http://www.ats.ucla.edu/stat/sas/ 

SAS Documentation: 

http://support.sas.com/documentation/onlinedoc/91pdf/index_913.html

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SPSS 

SPSS Documentation:

http://support.spss.com/ProductsExt/SPSS/Documentation/SPSSforWindows/index.html 

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Eviews 

Eviews Documentation: 

http://www.eviews.com/eviews4/eviews4/40docs.html  

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MATLAB 

MATLAB Help: 

http://web.mit.edu/answers/matlab/ 

http://www.math.utah.edu/lab/ms/matlab/matlab.html

MATLAB by Example: 

http://www.eng.cam.ac.uk/help/tpl/programs/matlab_by_example/ 

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Mathematica 

Documentation and Demos: 

http://www.wolfram.com/services/ 

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LaTeX 

Documentation and links: 

http://www.latex-project.org/guides/  

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Free Statistics Software 

Miscellaneous 

http://freestatistics.altervista.org/en/stat.php 

http://statpages.org/javasta2.html

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