GAUSSX
This "full featured" econometrics package is built on
GAUSS (Aptech) .
Thus, it is a very flexible package as GAUSS commands can
be used inside GAUSSX programs and as the source code for all routines
is included.
Specifically, it offers
linear models ("R, ARCH, OLS, POISSON, QR, SURE, VAR, 2SLS, and
3SLS") with many tests
non-linear models ("FIML, GMM, NLS, and ML") with six different
optimization methods
constrained optimization
time series analysis
limited dependent variable models
GARCH
non-parametric models
neural networks
Kalman filtering
many econometric tests
forecasting and simulation
symbolic algebra
The titles of each of these entries barely covers its features.
http://www.econotron.com/gaussx/gaussx.html
