Gretl

Gretl (short for Gnu Regression, Econometrics and Time-series Library) is a cross-platform open-source econometrics package. It runs on Windows, macOS, and Linux and provides both a graphical user interface and a specialized scripting language for automating analyses. The project is distributed under the GNU General Public License and is maintained by a community of contributors.

Key capabilities include a broad set of econometric estimators and models, data management tools, and post-estimation analysis. It supports ordinary least squares and generalized least squares, instrumental variables and two-stage least squares, seemingly unrelated regression, and limited dependent variable models such as logit, probit, and tobit. It includes panel data facilities with fixed and random effects, as well as time-series methods like vector autoregression, cointegration tests (Johansen), Vector Error Correction Models, autoregressive models, and conditional heteroskedasticity models such as ARCH and GARCH. Gretl also offers forecasting, impulse response analysis, Monte Carlo simulation, and bootstrap procedures. Data import/export is flexible, covering CSV, Excel, Stata, SPSS, and other formats, and outputs can be exported in LaTeX, HTML, or plain text.

The environment emphasizes reproducibility: analyses can be saved as Gretl scripts, run in batch mode, and shared with others. The built-in scripting language enables automation and complex workflows, while the GUI facilitates interactive data analysis for teaching and research. Gretl also supports extensibility through user-contributed scripts and packages, and can interface with external tools as needed.