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 Home » Freeware Downloads » Science, Engineering, GIS, Astronomy, Chemistry, Math, Weather » gretl v2023c   
File - Download gretl v2023c

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gretl v2023c
Gnu Regression, Econometrics and Time-series Library

A cross-platform statistical package for econometric analysis.

gretl is a cross-platform software package for econometric analysis, written in the C programming language. It is free, open-source software.

The main window, with details of the current data set:

  • Easy intuitive interface (now in French, Italian, Spanish, Polish, German, Basque, Catalan, Galician, Portuguese, Russian, Ukrainian, Turkish, Czech, Traditional Chinese, Albanian, Bulgarian, Greek, Japanese and Romanian as well as English)
  • A wide variety of estimators: least squares, maximum likelihood, GMM; single-equation and system methods; regularized least squares (LASSO, Ridge, elastic net)
  • Time series methods: ARIMA, a wide variety of univariate GARCH-type models, VARs and VECMs (including structural VARs), unit-root and cointegration tests, Kalman filter, etc.
  • Limited dependent variables: logit, probit, tobit, sample selection, interval regression, models for count and duration data, etc.
  • Panel-data estimators, including instrumental variables, probit and GMM-based dynamic panel models
  • Output models as LaTeX files, in tabular or equation format
  • Integrated powerful scripting language (known as hansl), with a wide range of programming tools and matrix operations
  • GUI controller for fine-tuning Gnuplot graphs
  • Facilities for easy exchange of data and results with GNU R, GNU Octave, Python, Julia, Ox and Stata
  • Parallelization via MPI
  • Support for mixed time-series frequencies (MIDAS)
  • Support for machine learning via LIBSVM

Model output window:

Database browser window, showing Federal Reserve Board interest rate data:

The built-in data editor:

The help window:

PNG plot showing a test for Normality of a residual series:

Impulse-response plot following estimation of a VAR:


2023-12-05 Version 2023c [Back to top]
- New commands "gridplot" and "gpbuild" for constructing
composite plots
- "gnuplot" command: implement new option syntax to support
multiple "bands" in a single plot (but continue to support
the old band syntax until further notice)
- "panel" command: support the --cluster option to produce
a greater variety of robust standard errors, including two-
way clustering; add an option to use the Driscoll-Kraay
covariance estimator; and support the --no-df-corr option
- "tsls" command: if the --robust option is given, compute a
robust variant of the Hausman test
- "scatters" command: expose its time-series functionality
under the name command-name "tsplots"
- String-valued series: support returning such series from a
user function, and loosen the restrictions on assignment to
such series
- New usage of the '*' operator to augment a string via
repetition, for example: string s = "abc" * 3
- New function asort() for sorting arrays of all types
- New function corresp() to determine the correspondence (if
any) between two series or vectors
- New function rgbmix() to do mixing of colors via their R, G
and B channels
- String functions strsub(), regsub(), substr(), tolower() and
toupper(): generalize to support strings arrays and string-
valued series as arguments, as well as individual strings
- New function strvsort(): recodes a string-valued series such
that the numeric codes correspond to the alphabetical order
of the string values, or in line with a reordering specified
by the user
- Add documentation for the functions dec2bin() and bin2dec(),
which were first defined in version 2022b
- kdensity() function: clarify its documentation
- halton() function: remove the limit of 40 on the number of
sequences this function can generate
- Input of numeric constants: support hexadecimal notation
- $sysinfo accessor bundle: add CPU information
- Fix bug dating from 2022c: broken handling of the syntax
listname.series when used in a function that is called from
within a loop
- Fix bug: possibly incorrect results when applying a vector
selection to a string variable
- Fix bug: possibly incomplete results when compacting daily
data to weekly
- Fix bug: wrong alignment when appending dated weekly data
- Fix bug: invcdf() and critical() misbehaving for the chi-
square distribution with a CDF argument of 1.0
- Fix bug: pdf() giving NA for Chi-square with argument 0
- Fix bug: possible duplicate entries in GUI function package
- Fix bug: markdown conversion not always working properly
- Fix bug: "kdplot" command not respecting the --output option
- Fix bug: pexpand() function not working as advertised
- GUI: Add means of stacking side-by-side time series into
panel series via the "Dataset structure" wizard
- GUI: Add a color selection dialog under the Tools menu
- GUI: use "Apply" and "OK" buttons more consistently
- GUI: make more apparent the facility to sort series in the
main window by clicking the headers
- GUI: add a menu item to install a local function package,
under the "/File/Function packages" menu
- GUI: add Ctrl + mouse wheel as a means of changing text
size in various windows
- GUI editor and gretl_edit: add Ctrl-L keystroke for going
to a specifed line, improve the search/replace dialog and
fix a problem with automatic indentation
- Windows and macOS packages: add a dark GTK theme
- R interaction via embeddedR: update mechanism for determining

This download is for the Windows 64bit installer version. All other download assets are below:



Linux Source:

Click here to visit the author's website.
Continue below for the main download link.

Downloads Views Developer Last Update Version Size Type Rank
1,462 2,721 Allin Cottrell, Riccardo Lucchetti and Team <img src=""border="0"> Mar 04, 2024 - 14:34 2023c 43.53MB EXE 5/5, out of 10 Votes.
File Tags
v2023c  gretl  
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