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Download gretl 2017d-git

gretl 2017d

By gretl  (Open Source)
User Rating

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.
  • Integrated powerful scripting language (known as hansl), with a wide range of programming tools and matrix operations.
  • GUI controller for fine-tuning Gnuplot graphs.
  • An expanding range of contributed function packages, written in hansl.
  • Facilities for easy exchange of data and results with GNU R, GNU Octave, Python, Ox and Stata.

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.

gretl has language support for English, French, Italian, Spanish, Polish, German, Basque, Catalan, Galician, Portuguese, Russian, Turkish, Czech, Traditional Chinese, Albanian, Bulgarian, Greek, Japanese and Romanian.

Looking for the Mac version of gretl? Download Here.

Title: gretl 2017d-git
Filename: gretl-2017d.exe
File size: 25.26MB (26,489,776 bytes)
Requirements: Windows (All Versions)
Languages: Multiple languages
License: Open Source
Date added: March 12, 2018
MD5 Checksum: BCDA1EAD6F432F33A7956643155F0400

New accessor, $tmax: gives the maximum legal setting for the end of the sample range via "smpl".
$model bundle: add members t1 and t2 (start and end of estimation range).
New function getinfo(): returns a bundle with information on a specified series.
New function cdummify(): applies to a list, with the effect of "dummifying" any and all series in the list that have the "coded" attribute set.
New function numhess() to compute numerical Hessian; also improve accuracy of the underlying numerical_hessian code.
"pca" command and princomp() function: center but do not standardize when computing principal components using the covariance matrix.
"midasreg" command, mds() term: allow specification of min and max lags via scalar variables.
psdroot() function: use improved algorithm (from Golub and Van Loan).
fdjac() function: add (optional) trailing argument to set step size.
randgen() function (and related): add support for the Exponential distribution.
CSV importation: improved handling of quote symbols.
Fix bug: incorrect standard errors when the --robust option is given for random-effects panel estimator in presence of missing values.
Fix bug: rename() function not working on Windows when the target filename already exists.
Fix Windows-specific bug: long strings could get "lost" in printf and sprintf.
Fix bug: on repeated estimation of a given arima model in a function one might get slightly different results.
Fix for Windows XP: produce a build of gnuplot that does not depend on API introduced in later Windows versions.
Fix for Mac: try to ensure the default font is not too big when printing a script.
Fix for text search on Windows: try to ensure the found text is actually scrolled into view.
GUI: enable a tabbed editor for foreign scripts.
GUI: fix breakage in function-package search facility.
GUI: fix crash on requesting "Numerical summary" for panel groups boxplot.
GUI: fix for GUI editing of MIDAS plots.
GUI: improve font-selection dialogs, including a "Reset to default" option.
GUI: don't show duplicates in the database browser window; in case of duplicates just show the newest version.
Build process: enable use of "configure ; make" when building gretl on Windows using MSYS2.