gretl 1.8

Gretl is a cross-platform software package for econometric analysis
4.0  (4 votes)
1.10.1 (See all)
  • Finding individual fixed effect.
    I recommend checking the formula references and the user guide for the gretl application because it requires extensive knowledge to be able to work with it... Read more
  • How can I modify a variable?
    You need to access the command line reference and function reference for the Gretl package to find out more about this process. However, as far as I know... Read more
  • Delete a certain column from a matrix.
    The only thing I have found about this is a discussion on the Mathlab discussion board. I recommend you search there and carefully study... Read more


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.

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