gretl Free Download


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Category: Desktop Tools 
Publisher: gretl      More titles >>
Last Updated: 3/8/2018
Requirements: Windows (All Versions)
License: OpenSource under LGPL
Operating system: Windows
Hits: 70
File size: 24.79 MB 
Price: Not specified
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gretl   Description:

gretl is an application that has been designed for econometric analysis. gretl is an application that has been designed for econometric analysis. It is written in the C programming language and is also available for the MacOS X platform. Key features include:

  • Intuitive user interface.
  • Multilingual support.
  • A wide variety of estimators including: least squares, maximum likelihood, GMM; single-equation and system methods.
  • Time series methods: ARIMA, a wide variety of univariate GARCH-type models, VARs and VECMs (including structural VARs), unit-root and cointegration tests, Kalman filter, etc.
  • Limited dependent variables: logit, probit, tobit, sample selection, interval regression, models for count and duration data, etc.
  • Panel-data estimators, including instrumental variables, probit and GMM-based dynamic panel models.
  • Output models as LaTeX files, in tabular or equation format.
  • Integrated powerful scripting language (known as hansl), with a wide range of programming tools and matrix operations.
  • GUI controller for fine-tuning Gnuplot graphs.
  • An expanding range of contributed function packages, written in hansl.
  • Facilities for easy exchange of data and results with GNU R, GNU Octave, Python, Ox and Stata.
Supported formats include:
  • Own XML data files.
  • Comma Separated Values.
  • Excel.
  • Gnumeric and Open Document worksheets.
  • Stata .dta files.
  • SPSS .sav files.
  • Eviews workfiles.
  • JMulTi data files.
  • Own format binary databases (allowing mixed data frequencies and series lengths).
  • RATS 4 databases and PC-Give databases.
gretl has language support for English, French, Italian, Spanish, Polish, German, Basque, Catalan, Galician, Portuguese, Russian, Turkish, Czech, Traditional Chinese, Albanian, Bulgarian, Greek, Japanese and Romanian.

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