Gretl

Gretl is a free, open-source cross-platform software package for econometric analysis, written in the C programming language. Gretl offers features such as French, Italian, Spanish, Polish, German, Basque, Catalan, Galician, Portuguese, Russian, Ukrainian, Turkish, Czech, Traditional Chinese, Albanian, Bulgarian, Greek, Japanese and Romanian as well as English language support.

It features a wide variety of estimators: least squares, maximum likelihood, GMM; single-equation and system methodsleast squares, maximum likelihood, GMM; single-equation and system methods, ARIMA, a wide variety of univariate GARCH-type models, VARs and VECMs (including structural VARs), unit-root and cointegration tests, Kalman filter, logit, probit, tobit, sample selection, interval regression, models for count and duration data, instrumental variables, probit and GMM-based dynamic panel models.

Gretl supports data formats including 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 offers an intuitive user interface which is very easy to get up and running with econometric analysis and offers many practice data files and command scripts that are well annotated and accessible and two other useful resources for gretl users such as documentation and the gretl users’ mailing list. Gretl’s “home” platform is Linux but it is also available for MS Windows and Mac OS X, and should work on any unix-like system that has the appropriate basic libraries for users.