Gretl is a cross-platform software package for econometric analysis written in the C programming language. It is is free, open-source software. You may redistribute it and/or modify it under the terms of the GNU General Public License (GPL) as published by the Free Software Foundation.
The program has an easy, intuitive interface. There are a wide variety of estimators: least squares, maximum likelihood, GMM; single-equation and system methods. Time series methods: ARMA, GARCH, VARs and VECMs, unit-root and cointegration tests, etc. Limited dependent variables: logit, probit, tobit, interval regression, models for count and duration data, etc. Output models as LaTeX files, in tabular or equation format. Integrated scripting language: enter commands either via the gui or via script. Command loop structure for Monte Carlo simulations and iterative estimation procedures. GUI controller for fine-tuning Gnuplot graphs. Links to GNU R, GNU Octave and Ox for further data analysis.