You can check it out (and install it) by typing the following in Stata:
. net from http://leuven.economists.nl/stata
If you download files manually you will need to copy the files to a place where Stata can find them.
You might also find my introduction to Stata helpful:
Getting Started in Stata Without Losing Time
If you think Scientific Workplace is terrific (or crap), check out LyX. It gives you the pleasure of LaTeX formatted papers, but without the headaches (insert a column in a tabular anyone?) and bleary eyes (think formulas).
Did I tell you that it's free?
And do not forget to install RStudio!
Getting started in R can be overwhelming. Luckily there is a webpage that nicely summarizes what packages are available for doing econometrics in R
Also make sure to
I put together a LyX layout file for use with Dag Langmyhr's UiO LaTeX letter class.
A zip file containing the LaTeX files, headers (for the Economics department) and layout file can be downloaded here.
You can work from the unzipped folder with a local layout set in your LyX document, or (better) install the files in your local latex distribution, and the layout file in your local LyX configuration folder.
Mac users can download this file, unzip it from their home directory, reconfigure LyX and start writing.