This Windows and DOS program is written by Dr. Hashem Pesaran of the University of Cambridge and Dr. Bahram Pesaran of Tudor Proprietary Trading L.L.C. "For the econometric analysis of time series data Microfit is an unrivaled package. With its extensive choice of data analysis options, this program is a versatile aid to all those interested in the evaluation and design of advanced univariate and multivariate time series models." It is said to be used at a number or central banks and large financial institutions. Details on pricing can be found here as well, and a demo version from this site is available.