.EViews offers COM Automation client support for select external application servers. Support is currently provided for two applications: MATLAB and R.
Would it be possible to add Scilab (http://www.scilab.org) - which is a (free) alternative to Matlab - to that list? That would make it possible to estimate Bayesian VECMs using Eric Dubois' "Grocer" package (http://dubois.ensae.net/grocer.html), since BVECMs are not (currently) available in EViews.
Regards
Donihue
