GRETL
- Last Updated: 11/7/2018 12:00:00 AM
- Site: http://gretl.sourceforge.net/
GRETL () s a cross-platform software package for econometric analysis, written in C. It features:
Easy intuitive interface (now in French, Italian, Spanish, Polish, German, Basque, Portuguese, Russian, Turkish, Czech, Traditional Chinese, Albanian and Greek 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.
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
- Type of analysis: Analysis Interpretation Modeling
- Type of license: Open Source
- Web Usable: Other
- TaDiRAH Goals: Analysis Interpretation
- TaDiRAH Methods: Modeling Other (analysis)
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