Free Download gretl

Free Download gretl

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.