gretl 1.9.12

gretl is a handy, easy to use, open source tool for econometric analysis written in the C programming language.

It supports multiple formats, including CSV, SPSS, Excel, Gnumeric, as well as open document files.

Here are some key features of "gretl":

· Easy intuitive interface (now in French, Italian, Spanish, Polish, German, Basque, Portuguese, Russian and Turkish 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.
· 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
· Link to GNU R for further data analysis

Requirements:

· GTk 2.14 or later

What's New in This Release: [ read full changelog ]

· New estimation command "biprobit" (bivariate probit)
· New panel unit-root command "levinlin"
· Add help text for "dpanel"
· "restrict" command: enable the --full option for single-
· equation models estimated via OLS (makes the restricted
· estimates available as the "last model")
· "restrict" and "estimate" for equation systems: don't
· insist on a system-name argument, but allow a default of
· the last model (provided it was a system)
· GUI graphs: allow option of replacing the original graph
· with a zoomed view
· Panel time-series graphs in GUI: add another format option
· and try to use date information if available
· lrvar function: allow vector argument in place of series
· Iterated GMM: raise default maximum iterations to 250, and
· add a new "set" variable, "gmm_maxiter"
· Fix bug 3105271
· Fix bug: crash in lapack in case the number of instruments
· exceeds the number of observations in tsls
· Fix bug: recent breakage in quantreg command for the case
· of multiple tau values
· Fix bug: ensure that the main window...