$ sudo apt-get update
$ sudo apt-get install octave-econometrics 

octave-econometrics is installed in your system.

Make ensure the octave-econometrics package were installed using the commands given below,

$ sudo dpkg-query -l | grep octave-econometrics *

You will get with octave-econometrics package name, version, architecture and description in a table

octave-econometrics package basic information: