Economics

Just another blog tagging resources for economics students

  • Categories

  • Meta

  • Blog Stats

    • 121,170 hits
  • Enter your email address to subscribe (free) to this blog and receive notifications of new posts by email.

    Join 52 other followers

Gnu Regression, Econometrics and Time-series Library ( GRETL)

Posted by Subhasis Bera on March 16, 2008

Description

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.

Features

  • Easy intuitive interface (now in French, Italian, Spanish, Polish, German and Portuguese as well as English)

  • 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.

  • 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

  • Link to GNU R for further data analysis

Data formats

Reads own format XML data files, Comma Separated Values files, Excel and Gnumeric worksheets, Stata .dta 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. See also the gretl data page.

 Download

Gretl for MS Windows can be found here, and gretl for Mac OS X here.

Manual

The gretl manual comes in two PDF files, a User’s Guide and a Command Reference. English versions of these, formatted for U.S. letter-size paper, are included in the gretl source package and binary distributions. Gretl will access the other available versions — namely English (A4 paper), Italian and Spanish — on demand, via the Internet. You can also find the manual files here.

 

About these ads

2 Responses to “Gnu Regression, Econometrics and Time-series Library ( GRETL)”

  1. Rochell said

    Marvelous, what a webpage it is! This weblog presents valuable information to
    us, keep it up.

  2. Wilford said

    Ridiculous quest there. What happened after? Thanks!

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

 
Follow

Get every new post delivered to your Inbox.

Join 52 other followers

%d bloggers like this: