GRETL

GRETL () s a cross-platform software package for econometric analysis, written in C. It 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