GNU Octave

GNU Octave is a high-level language, primarily intended for numerical computations. It provides a convenient command line interface for solving linear and nonlinear problems numerically, and for performing other numerical experiments using a language that is mostly compatible with MATLAB.

Links

Scilab

Scilab is an open source scientific software package for numerical computations providing a powerful open computing environment for engineering and scientific applications.

The R Project for Statistical Computing

R is a GNU language and environment for statistical computing and graphics. It provides a wide variety of statistical (linear and nonlinear modelling, classical statistical tests, time-series analysis, classification, clustering, ...) and graphical techniques, and is highly extensible.

Grocer

Grocer is a free and open source code econometric toolbox for Scilab that was originally developed by Éric Dubois. Some Grocer functions are based on E4 code.

 

Le Sage’s Econometric Toolbox

This is a free MATLAB Toolbox for Econometrics. Its original core was programmed by James P. LeSage but now includes code provided by many contributors.

Temporal disaggregation Library

This is a very complete set of MATLAB functions developed by Enrique M. Quilis. They provide support for a variety of temporal disaggregation and interpolation methods, dynamic factor models and general time series applications.

Contact: Miguel Jerez

Webmaster: Alfredo Garcia-Hiernaux

Tel. +34 913 942 383

Dpto. Fundamentos del Análisis Económico II

Facultad de Ciencias Economicas y Empresariales

Universidad Complutense de Madrid.

Campus de Somosaguas. 28223 Madrid (Spain)

Contact info: