Data and Codes
1. Breitung Rank Cointegration test: R Codes (Gretl codes available upon request)
Software (see here too)Â
1: Useful software for advanced econometric analysis
a: Free software
Indian Govt Free Data: https://data.gov.in/
1: Useful software for advanced econometric analysis
1: Free software
R 2.14.0 (For High level programming but available packages can be used in an easy way)
Gretl (Menu driven)[Some notes]
Octave-3.2.4 (For High level programming, alternative to MATLAB)
Scilab-5.3.1 (For programmers in Environmental science but time series and panel data techniques are available in GROCER toolbox)
OX (For High level programming, good packages are available for time series and panel data analysis)
JMulti (Menu driven)
https://github.com/JuliaDSP/Wavelets.jl
Visit:
http://hangqian.weebly.com/toolkit.html (Good)
http://www.wessa.net/
http://www.statmethods.net/ (R site)
http://www.fao.org/nr/water/aquastat/data/query/results.html
http://akson.sgh.waw.pl/~jm39985/teaching.html
https://karollgomez.wordpress.com/
http://gray.clhn.org/
http://sites.sas.upenn.edu/schorf/publications (good)
http://www.aoni.waseda.jp/motegi/Matlab_Codes.html (good)
http://www.um.es/econometria/Maximo/publications.html (good)
http://hangqian.weebly.com/research.html (good)
http://www.tateviksekhposyan.org/
http://www.unc.edu/~jbhill/software.htm (good)
For Stata
https://www.ssc.wisc.edu/sscc/pubs/stata_prog1.htm
http://www.theanalysisfactor.com/loops-in-stata-making-coding-easy/
http://www.cpc.unc.edu/research/tools/data_analysis/statatutorial/labor_saving/loops
http://www.cpc.unc.edu/research/tools/data_analysis/statatutorial/misc/loops_detail
Eviews;
https://sites.google.com/site/davesmant/courses/working-with-eviews/intro-eviews-programming
http://time-series.net/
Data:
http://hdr.undp.org/en/data#
2: Paid software
EViews 7 (Menu driven)
MicroFit 5 (Menu driven, particularly for time series analysis (ARDL))
STATA 12 (Menu driven as well as for programming, good for time series and panel data)
RATS 8 (Command driven as well as for programming, good for time series and panel data)
MATLAB (For High level programming)
SAS (Command driven as well as for programming, good for time series and panel data)
GAUSS (For High level programming: http://www.aae.wisc.edu/aae637/gausscode.htm)
http://huijunzhang.com/research.htm
http://szeridan.blogspot.in/search/label/Research%20Projects
2: Useful software for simple econometric analysis
1: Free software
Past (And various other software are available which can be found from simple Google search)
2: Paid software