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gretl

 gretl text

Is a cross-platform software package for econometric analysis, written in the C programming language. It is 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.
Features

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      Easy intuitive interface (now in French, Italian, Spanish, Polish, German, Basque and Portuguese as well as English)
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      A wide variety of estimators: least squares, maximum likelihood, GMM; single-equation and system methods
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      Time series methods: ARMA, GARCH, VARs and VECMs, unit-root and cointegration tests, etc.
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      Output models as LaTeX files, in tabular or equation format
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      Integrated scripting language: enter commands either via the gui or via script
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      Command loop structure for Monte Carlo simulations and iterative estimation procedures
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      GUI controller for fine-tuning Gnuplot graphs
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      Link to GNU R for further data analysis

Source Files

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