This paper describes a MATLAB-based software package for estimation of dynamic systems. A wide range of standard estimation approaches are supported. These include the use of non-parametric, subspace-based and prediction-error algorithms coupled (in the latter case) with either MIMO state space or MISO polynomial model structures. A key feature of the software is the implementation of several new techniques that have been investigated by the authors. These include the estimation of non-linear models, the use of non-standard model parametrizations, and the employment of Expectation Maximisation (EM) methods.