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