Octave for Windows
- By Octave
- Free
- 10.2.0
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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.
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