0 Members and 1 Guest are viewing this topic.
Gnu Regression, Econometrics and Time-series Library Is a cross-platform software package for econometric analysis, written in the C programming language. It 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. Easy intuitive interface (now in French, Italian, Spanish, Polish, German, Basque, Catalan, Galician, Portuguese, Russian, Turkish, Czech, Traditional Chinese, Albanian, Bulgarian and Greek as well as English)A wide variety of estimators: least squares, maximum likelihood, GMM; single-equation and system methodsTime series methods: ARIMA, GARCH, VARs and VECMs, unit-root and cointegration tests, Kalman filter, etc.Limited dependent variables: logit, probit, tobit, heckit, interval regression, models for count and duration data, etc.Output models as LaTeX files, in tabular or equation formatIntegrated powerful scripting languageCommand loop structure for Monte Carlo simulations and iterative estimation proceduresGUI controller for fine-tuning Gnuplot graphsLinks to GNU R, GNU Octave and Ox for further data analysis 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. Includes a sample US macro database. See also the gretl data page.
Page created in 0.109 seconds with 17 queries.