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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.

Software details


2016c
English
83
Windows 10 / Windows 7

Software description


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.

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