An Intentionally-Selective List of Some Good Software for Time Series Econometrics
EViews, www.eviews.com (high-level)
R, http://www.r-project.org (mid-level)
Python, http://www.python.org (mid-level)
Julia, http://julialang.org (mid-level)
Fortran, http://software.intel.com/en-us/intel-compilers (low-level)
- Compiled vs. interpreted
- Object-oriented vs. not
- High-level vs. low-level
- Numerical vs. symbolic
- Time-series vs. cross-section