GRETL User's Manual

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