Empirical likelihood
matElike is a Matlab package that makes it easy to estimate Empirical Likelihood models, including ones with
complicated, nonlinear moment conditions and large datasets. You can find it, along with documentation, on my Harvard page.
Ox code
Ox is a nice matrix programming language with a particular emphasis on Econometrics (see http://www.doornik.com/products.html#Ox).
Ox-mode
Ox-mode is an emacs package to provide syntax highlighting and a few other features to make editing Ox code easer.NOTE: I no longer work with Ox or the ox-mode code, so I can't provide support for it. You can still download it here: ox-mode
OxFFI
I'm also previously developed OxFFI , which makes it easy for Ox code to call functions written in C, without the need to write and compile wrapper code. It's no longer maintained, but you can still download it here.