This paper introduces a special issue of the Journal of Economic and Social Measurement on the development and evaluation of computer software for econometric applications. It describes at least certain aspects of the history of the development of this software during the past approximately 50 years, beginning with the first use of the programmable electronic computer by economists in the early 1950s. It considers the various types of software developed, ranging from packages that permit the user to select from a particular set of options, to those that form essentially an econometric modeling language, to those that offer econometric programming capabilities, potentially allowing the individual specification of the characteristics and properties of the operations performed. This paper provides a relatively extensive list of references and is supplemented by a separate compendium of existing econometric software packages.

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This article considers certain salient aspects of the development of software specifically created in order to support the construction, maintenance and use of macroeconometric models. As a type, the individual packages are commonly classified as econometric modeling languages. This nomenclature reflects that the command structures used to operate this software are language-like in many of their characteristics, particularly in the case of those commands employed to express a model's relationships, state variable transformations, and perform other essentially mathematical or statistical operations. The focus of this article is both the evolution of language structure, as an expression of the process of creating and using econometric models, and the concomitant increased degree of functional integration that has accompanied it.