Steven Lehrer

• Links to journal from RePEC rankings

Software packages: Freeware/Shareware

• ADE-4, for multivariate analysis and multivariate visualization.
• Anderson Statistical Archives, a collection of various packages and procedures
• DE Histograms, an Excel add-on with histogram creation and normality and outlier testing capabilities
• EasyReg by Herman Bierens.
• Fair-Parke for large scale macroeconomic dynamic simultaneous equation modelling.
• G*POWER, for power analysis.
• MacAnova, describe as a program for "statistics and matrix algrebra".
• MuPAD, shareware competitor of Mathematica.
• Mx, focuses on structural equation estimation.
• WinIDAMS 1.0, focuses on data manipulation and a wide range of classical and advanced statistical techniques.
• O-Matrix, a matrix programming languaje.
• GNU's Octave, a matrix programming languaje.
• Ox, highly recommended has a great DPD subpackage
• R Plus, Popular freeware alternative to S-PLUS.
  • The CRAN, as in Comprehensive R Archive Network
  • The R maling lists and the R mailing list archives.
  • R code.
  • The R manual.
  • R: past and future history.
  • R: Yet another programming envirenment.
  • Rweb, a web-based interface for R.
  
  
• SciLab, a matlab-like numerical computation package
• Solutions (a freeware computer algebra system)
• ViSta, freeware visual statistics program.
• WebStat, a Java-based statistical computing program


• Xlisp-Stat, a LISP-style statistical programming languaje.


• XploRe, a statistical programming lanjuage. Unlimited Linux version available.
• Yorick (a freeware alternative to GAUSS, FTP link)

Software packages: Commercial

• Amos, geared towards structural model estimation. A free student version is available.
• AREMOS,  focuses on time series analysis and data management.
• Autobox, mainly an implementation of ARMA-type forecasting techniques.
• BMDP, a long-running series of general purpose statistical packages.
• Crystal Ball, an EXCEL add-on for Monte Carlo simulation.
• DataDesk, a relatively new Mac package that has gotten good reviews
• Dataplore, a time series processor.
• EQS, focuses on strucutural modelling.
• EViews.  A nice windows based package. Useful for time series and GMM estimation. Popular in business schools probably since it is really easy to use.
• EXPO, marketed as econometrics for traders (huh?).
• GAMS solves a variety of complex optimization problems.
• GAUSS, the classic matrix programming language used in econometrics. Many are switching away to Matlab.
  • The GAUSS benchmark page.
  • GAUSS code at American university
  
  
• GB-Stat, a general purpose statistical analysis package
• GQOPT. Numerical optimization for FORTRAN users.
• JMP, a graphics-rich package for exploratory analysis.
• LIMDEP, for limited-dependent model estimation. Software manual is available on line
• LISREL, for structural equation estimation. Popular with psychologists.
• Macsyma, for symbolic algebra.
• Maple, for symbolic algebra.
• Mathematica, the industry-standard in symbolic algebra
  • The Mathematica Benchmark Site
  • The Mathematica Help Page at Yale
  
  
• MATLAB, one the of the big matrix programming languages
• MATCOM, a commercial MATLAB to C++ translator.
• MathCad, from the publishers of S-PLUS. A general purpose mathematical package.
• Minitab, a general purpose statistical analysis package. Undergrads at Pitt are not too fond of this program.
• Microfit, for time series analysis.
• MODSTAT, an inexpensive general purpose package.
• Multivariance, for analysis of variance.
• NCSS, a general purpose statistical package.
• PASS, for power analysis.
• PC-GIVE, PC-FIML and PC-NAIVE, from the designer of Ox and David Hendry
• RATS and CATS, both time-series oriented.
• SAS, the hard-to-learn but powerful classic statistics package. Version 8.0 looks promising and is just being released
• SHAZAM, widely used Canadian econometric software. Chetan Dave is a big fan.
• SIMSTAT, a general purpose package with multimedia capabilities.
• S-PLUS, a very flexible statistical programming language. Great for non parametric analysis.
• The S-PLUS FAQ
• Soritech, a new general purpose econometrics package
• STAMP, for time series analysis.
• STATISTICA, a general purpose statistical analysis package.
• SPSS, very popular for use in applied statistics for social sciences.
• Stata, one of the most popular econometrics packages. Easy to learn and it remains my favorite.
• StatView, a general purpose statistical package.
• SUDAAN, focuses on survey analysis.
• SYSTAT, a popular general purpose statistical analysis package.
• TSP, the classic time series analysis package. Great user support and the most trustworthy of all canned packages. Check out their examples section many of these programs are benchmarked.
• UNISTAT, general purpose statistical analysis. Works as an EXCEL add-on.
• WINKS, an entry-level statistical package
• XTREMES, for the eanalysis of extreme data.

Other software related links

• Adobe Acrobat, for viewing .pdf files
• Ghostcript and GSView, for viewing postscript files
• Gnuplot A freeware graphics program
• Programmer's File Editor
• Shareware.com This is c|net's shareware page
• Winzip, the indispensable compression utility

Code:

• Additive Survival Analysis for S-plus (and R).
• Blitz++, a C & C++ library for scientific computing.
• Cahill Software provides C++ code for MLE estimation
• CodEC, a collection of links to code for economics and econometrics
• Econometrics Laboratory Software Archive (at UC Berkeley)
• Experts Exchange (a place to get computing advice)
• Frequently Asked Questions About S
• Gallant-Tauchen SNP software.
• GAUSS resources at American University
• The GAUSS Tutorial on the Web.
• LAPACK and LAPACK++, the venerable linear algebra packages.
• The Mathematica Benchmark Site
• The Mathematica Help Page at Yale
• MATLAB Econometrics Code,/li>
• Netlib, a wide collection of code, papers, datasets, etc
• Numerical Analysis and Number Crunching
• Numerical Recipes in C
• "Modern Applied Statistics with S-PLUS" (the Venables and Ripley book)
• The OX discussion page.
• RATS programs and information can be found at David Montgomery's Home Page
• StatLib Index
• StatMath
• Symbolic Mathematical Computation Information Center
• Stixbox (freeware statistics toolbox for MATLAB)
• Trellis graphics page, with S-plus related code
• UICSTAT
• Numerical Recipes
• NetLib Archive for scientific computing.
• FLIB, the Fortran Library, and other Fortran-related sites.

TEX and LaTEX links

• TeX Information page
• Hypertext Help with Latex
• TeX links by Sebastian Rahtz
• TEX style files from the Institute of Mathematical Statistics
• LaTEX style files from the American Statistical Association
• LaTEX style files from the Computational Economics journal
• The MiKTeX project page and a FTP link to MikTeX II a freeware bundle of TEX.
• Hal Varian's TeX macros for economics
• TeX at UPenn
• CTAN, the Comprehensive TeX Archive Network and
• The (La)TeX navigator
• The LaTeX graphics companion
• BibTex to HTML conversion tool
• A Wordperfect/Word to (La)TeX (and viceversa) translator from K-Talk
• MathType, a TeX-outputting equation editor
• A Java DVI viewer... hmmmm...
• BibDB, a BibTeX database manager

Datasets and Organizations that provide data services:

• ICPSR at the University of Michigan. ICPSR stands for Inter-university Consortium for Political and Social Research. There is also a Data Archive and this is usually my first stop.
• The Bureau of Economics Analysis
• The Bureau of Labor Statistics
• Business Cycle Indicators from Media Logic. Very nicely done charts of BEA historical data, produced with their proprietary Windows software. Data itself is conveniently organized and available to download.
• Data from the U.S. Census Bureau
• Data on the net at UCSD. A searchable database of Internet sites of numeric Social Science statistical data.
• EconData at the University of Maryland. List of datafiles available for downloading. (Data is from BEA, includes some State & Local and International data as well.) Requires using their DOS-based program to read the data.
• EZdata, a huge collection of datasets for financial research at the University of Illinois
• Financial Data Finder, at Ohio State University
• Freeedgar provides real time access to corporate data filed with the SEC
• Historical Commodity Prices (as well as other financial data).
• International Trade Data, maintained by Jon Haveman
• J.P. Morgan. Includes data on commodities, currencies, government bond indices, mortgages, and emerging markets. (Most series are fairly recent only.)
• Journal of Business and Economic Statistics Archive
• Data from papers in the Journal of Applied Econometrics
• NBER Macro History Database. See also their list of Business Cycle Dates.
• The Penn World Tables (CHASS at University of Toronto) (Also available at the NBER.)
• PSID
• The UN Food and Agriculture Organization
• U.S. import and export history at Oregon State University
• Statistical Resources on the Web for Economics.
• World Economic Window. Lots and lots of graphs.

General Overview

• Bill Goffe's Resources for Economists on the Internet. This is probably the most comprehensive list, and a good place to start.
• Media Logic's Economics, Markets, Investments Index. A set of searchable indices for related information. ( Search for economic topics or indicators.)
• Economics Research Network, a part of the Social Sciences Research Network.
• Hal Varian has a list of "Interesting Servers" that appeal broadly to Economists.
• WebEc
• The Social Science Information Gateway
• World Wide Web Resources in Economics (WebEc)
• Inomics.
• Job Openings for Economists
• The American Economic Association
• The Handbooks in Economics from Elsevier
• EconLit
• Social Sciences Citation Index

Departments and People

• Economics Departments and institutions listing at EDIRC.
• U.S. Economics Departments and institutions listing by Ed Price.
• List of Non-U.S. Economics Departments on the Internet
• U.S. and Canadian Economics Departments (another list),/li>
• Non-US Economics Departments listed by David Giles.
• American Economics Association Directory. ( Search the directory; Gopher search.)
• Another Directory of Economists.
• Weili Ding. My co-author on several projects who is on the job market this year.
• Economics Departments, Institutes and Research Centers in the World
• Home Page Papers in Economics (HoPEc).

Publishers

• Academic publishers
• Blackwells
• Oxford University Press
• Cambridge University Press
• the MIT Press
• Springer
• Elsevier
• Academic Press
• Edward Elgar

  
  Working Papers

  • NBER Working Papers.
  • Economics Working Paper Archive (EconWPA)
  • Social Science Research Network
  • Electronic working papers in Economics (WoPEc)
  • IDEAS - working paper overview. It stands for Internet Documents in Economics Access Service and is a comprehensive database of working paper web sites.
  • Printed Papers in Economics (Bibec)
  
  
  

  A Selection of Fun Links

  Below you will find a list of sites that I find interesting and enjoy visiting. Please inform me of any broken links or sites that you believe I would find interesting.

  • Economist Jokes
  • Internet Accessible Coke Machines
  • The Great Web Canadianizer
  • The T.W.I.N.K.I.E.S. Project
  
  

  General Sports News

  • CNN/SI
  • ESPN
  • The Sporting News
  • USA Today
  
  

  Minor League Baseball

  • Basebal America - The best minor league baseball site on the web.
  • More on MLB prospects
  
  

  Washington Nationals formerly Montreal Expos

  • One stop fan site
  • Official Team Site
  
  

  New Jersey Devils formerly Colorado Rockies

  • One stop fan site
  • Official Team Site
  
  

  L. A. Rams formerly St. Louis Rams

  • Official Team Site
  
  

  Philadelphia

  • Holly Eats in Philadelphia
  • Citysearch
  • Zagat Ratings for Philly
  • Local News
  
  

  Entertainment

  • Tom Cannavan's Wine Pages - A site for wine reviews with a cheapies subsection.
  
  

  Weird News

  • News of the Weird - Chuck Shepherd's weekly column, with searchable archive.
  • Yahoo News - This presents a direct link to the oddly enough section.
  
  

  Other Humour

  • Ad Critic - Funny Commercials updated every week.
  
  

Professional Wrestling

• NCW Northern Championship Wrestling - There is nothing hotter in the great white north. My buddy Bertrand Hebert waa once the head booker.
• Pro Wrestling Torch - Online newsletter that updates often.
• Slam Wrestling The site with the most info about pro wrestling in Canada.
• Wrestling Observer - The Wrestling Observer is the most well known and respected wrestling newsletter and is now included on this site.
• WWF World Wrestling Federation - The WWE's web site