Free econometrics software that’s actually worth the price!

In the last part of my dissertation I’ve been using a time series econometrics method called vector autoregression to empirically model the dynamics of innovation of information technology components, products, and infrastructure (sounds pretty awesome doesn’t it). Because I’m still a poor graduate student for the next few months and CSOM won’t let me keep any software I purchase with my research stipend – I’ve been exploring open source and free econometrics software. I found two packages that are quite good and well worth the effort to download and try out.