Software for econometric research with a personal computer

A review is presented of the major econometric and forecasting computer programs for the IBM PC and compatibles which can estimate multiple equation models on time series data and compute forecasts with such models. This selection resulted in a set of 13 programs. The detailed description of the programs is in a series of tables, covering among others: price, required hardware, regression analysis, single equation forecasting, and the estimation and solution of simultaneous equations models. Also, the result of a benchmark test is given, showing the speed of model solution. The tables are preceded by a verbal introduction, including a discussion in some detail of the efficient solution of large simultaneous models. A list of the vendor’s addresses is included.