Gretl

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Gretl

http://gretl.sourceforge.net/
Gnu Regression, Econometrics and Time-series Library.

Gretl, an acronym for Gnu Regression Econometrics and Time-series Library, is a package for performing statistical computations for econometrics. It consists of both a command-line client and a graphical client. It features a variety of estimators such as least-squares and maximum likelihood; several time series methods such as ARIMA and GARCH; limited dependent variables such as logit, probit and tobit; and a powerful scripting language. It can output models as LaTeX files. It also may be linked to GNU R and GNU Octave for further data analysis.





This entry (in part or in whole) was last reviewed on 2 February 2022.




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