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
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
time series analysis
limited dependent variable models
many econometric tests
forecasting and simulation
The titles of each of these entries barely covers its features.