Related software
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
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 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.