The Optimization TechnologyCenter -- state-of-the-art problem solving courtesy of the US taxpayers. Apply with confidence.

The Antitrust Policy gateway. A rich reference.

The Social Science Research Network, a good resource for on-line papers; this site has separate sections on financial economics and litigation support.

Inomics, your friends in Germany.

Clemson InfoTrac -- the school probably pays a truckload of money for this service, you may find it useful.

Bureau of Labor Statistics, US Department of Labor. 

Economic time series of all sorts, brought to you by Economagic, LLC. 

Data from ELSA in Berkeley.

FEDSTATS, The gateway to statistics from over 100 U.S. Federal agencies. 

PSID, the Panel Study of Income Dynamics. 

Exchange rate time series, courtesy of Professor Werner Antweiler at the University of British Columbia, Vancouver, Canada. 

This is not meant to be a complete list. For everything else, there's RFE.

The home of RATS.

Use LIMDEP for estimating limited and qualitatively dependent variable models for cross section, time series and panel data.

STATA, a full data-management system with statistical capabilities.

Easy to learn and simple to use, STATISTIX.

The power of MATLAB.

MATHEMATICA, the way the world calculates.

Help from GAUSS.

Eventus, your partner when the CRSP data sets alone don't make any sense.

Learn more at Guide to Available Mathematical Software.