SHAZAM
SHAZAM is a comprehensive econometrics package whose primary strength is the estimation and testing of many types of regression models.

TSP
Time Series Processor. General econometric software, by Bronwyn Hall and Clint Cummins, UC Berkeley. Part of OxMetrics family of software.

LIMDEP
LIMDEP, by William Greene, is a general econometrics computer program for estimating linear and nonlinear regression models and qualitative dependent variable models for cross-section, time-series and panel data.

RATS
RATS, by Thomas Doan, is an econometrics/time-series analysis software package.

EVIEWS
by QMS

Microfit
Microfit, by Pesaran and Pesaran, is a program for analysis of econometric time-series data.

Prognosis
Prognosis is used to forecast market shares, sales or profits using extrapolation. Free download under "Products", normal price: USD 50,-

Econometric Software
This site contains an extensive annotated collection of links to econometric software resources, by John Kane.

RealStat
Real Estate appraisal services and sales of RealStat, an econometric automated valuation software using multiple regression analysis

PcGive
PcGive is an interactive econometric modelling package providing estimation, forecasting and testing from linear regression and logit to likelihood based cointegration, simultaneous equations, general limited dependent variables, dynamic panels, GARCH, ARFIMA, X12-Arima.

Stata
Software for statistics, graphics and data management with many econometric procedures and a broad range of user-contributed modules

OxMetrics
Integrated software packages for econometric and statistical analysis. Empirical modelling, forecasting and simulation. Multiple time series, limited dependent variables, repeated cross sections and panel data. Programs: Ox Professional, PcGive, TSP, GiveWin, STAMP, PcGets, PcNaive.

Matrixer
The homepage of Matrixer econometric software. Russian econometrics freeware. English shareware version.

STAMP
STAMP Software for Structural Time Series Modeling is a software package designed to model and forecast time series based on Structural Time Series models. These models use advanced techniques, such as Kalman filtering, but are set-up to be easy to use. STAMP belongs to the OxMetrics family of software

WinSolve
WinSolve is a user-friendly package for solving nonlinear economic models. An evaluation version is available for free download.

Econometric Software Links from the Econometrics Journal
Brief coverage of hundreds of packages relevant to econometricians. Links to other related software lists.

S-Plus
Exploratory data analysis and statistical modeling with over 3,800 data analysis functions, revealing graphics, and the S programming language.

Laissez Faire Software
Beta is a Windows based econometrics program for the estimation, testing and simulation of sophisticated economic models. A demo is available for download.