• Rating:
  • Version: 2018-7-10 Snapshot
  • Publisher:
  • File Size: 25.39 MB
  • Date: Jul 11, 2018
  • License: Free
  • Category:
    Business & Finance
gretl Download
Free Download gretl 2018-7-10 Snapshot

gretl is an econometrics package, including a shared library, a command-line client program and a graphical user interface. Gnu Regression, Econometrics and Time-series Library. Econometric analysis made easy. It is an easy to use, complex software package designed to help you with the econometric analysis.

1. Easy intuitive interface (now in French, Italian, Spanish, Polish, German, Basque, Portuguese, Russian, Turkish and Czech as well as English)
2. A wide variety of estimators: least squares, maximum likelihood, GMM; single-equation and system methods
3. Time series methods: ARMA, GARCH, VARs and VECMs, unit-root and cointegration tests, etc.
4. Limited dependent variables: logit, probit, tobit, interval regression, models for count and duration data, etc.
5. Output models as LaTeX files, in tabular or equation format
6. Integrated scripting language: enter commands either via the gui or via script
7. Command loop structure for Monte Carlo simulations and iterative estimation procedures
8. GUI controller for fine-tuning Gnuplot graphs
9. Links to GNU R, GNU Octave and Ox for further data analysis

Data formats
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. Includes a sample US macro database.

Gretl commands
The commands defined below may be executed interactively in the command-line client program or in the console window of the GUI program. They may also be placed in a "script" or batch file for non-interactive execution.
The following notational conventions are used below:
1. A typewriter font is used for material that you would type directly, and also for internal names of variables.
2. Terms in a slanted font are place-holders: you should substitute some specific replacement. For example, you might type income in place of the generic xvar.
3. The construction [ arg ] means that the argument arg is optional: you may supply it or not (but in any case don't type the brackets).
4. The phrase "estimation command" means a command that generates estimates for a given model, for example ols, ar or wls.

The license of this software is Free, you can free download and free use this application software.

More Details:
Related Software: