Perform econometric analysis with several estimators, variables and methods, using Gretl

If you need software support for your econometric analysis, Gretl is a free and powerful (even with addons and function packages made by users) application you may like to try.

Gretl can use data in TXT, SAS, CSV and SPSS formats. It lets you create distribution graphs, run non-parametric texts, make statistical tables, find p values, add personal observations, sort, etc. Among its estimators are maximum likelihood, least squares, GMM, single-equation and system methods.

Features: Time series methods (GARCH models, ARIMA, VARs and VECMs, Kalman filter, cointegration tests, unit-root tests, etc. — Dependent variables (probit, logit, sample selection, tobit, models for count and duration data, interval regression, etc. — Parallelization (MPI), MIDAS, LIBSVM, and more.

The program is able to save as LaTeX equation or tabular format, while supporting exchange of data and results with GNU Octave, GNU R, Ox, Python and Stata.

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