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 Home » OlderGeeks.com Freeware Downloads » Science, Engineering, GIS, Astronomy, Chemistry, Math, Weather » gretl v2024c   
File - Download gretl v2024c
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gretl v2024c
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:



Features
  • 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:



Changes:
2024-10-21 version 2024c
- Random number generation: add Dirichlet and generic discrete
distributions
- "summary" command with --by option: provide a $result matrix
if the list argument contains a single series, and improve
the format of the printout
- "corr" command: be more explicit about the sample(s) used
- "rename" command: add a --case option to support case
conversion of all series names in the dataset
- "reset" command: add a --robust option and scale the squares
and cubes of the fitted values to avoid numerical instability
- flatten() function: add an extra (vec-wise) mode for matrices
- matrix "left division" operator: improve efficiency when the
left-hand operand is triangular
- Fix bug: append via console not updating series list in the
main gretl window
- Fix bug: console command-line broken following use of "printf"
with no newline in the format
- Fix bug in "corrgm" command: spurious significance stars shown
for the PACF when the --bartlett option is given
- Fix bug in "adf" command (without the --gls option): error if
all of --c, --nc, --ct and --ctt were given
- Fix a lacuna in type-checking of hansl statements
- Fix: ensure that attempted use of the "smpl" command produces
an error if there's no dataset in place
- GUI: support the fixed-sample option when appending data
- GUI: random effects panel model: fix breakage in selecting
the --nerlove option
- GUI: support the --by option for the "summary" command, when
called via the main-window "View" menu
- GUI: fix the "Numerical summary" option in a window showing
a factorized boxplot (was broken for a string-valued factor)
- GUI: ensure that the "Compact data" and "Expand data" menu
items are disabled when the dataset is cross-sectional
- GUI: support Ctrl+L to clear the console
- GUI specification dialogs for calling packaged functions:
avoid mixture of languages so far as possible
- Fix bad behavior from "set force_decpoint off" for users in
a locale that normally uses decimal comma but who choose not
to use it
- Fix incorrect handling of ctrl-r (carriage return) in some
cases of script output
- Fix GUI language selection on recent macOS
- Fix relatively slow matrix inversion on Windows; speed-up
should be apparent for symmetric positive definite matrices
in particular
- Windows 64-bit build: link against MS UCRT; use GTK3; update
dependency DLLs and cross-compiler; make Consolas the default
monospace font
- SVAR addon: computational and graphical enhancements for
sign-restricted models; add more user-friendly methods for
specifying restrictions;
- Update translations: Galician, German, Italian and Polish








This download is for the Windows 64bit installer version (very bottom of page).
All other download assets are below:



Windows:
gretl-2024c-32.exe
gretl-2024c-win64.zip
gretl-2024c-win32.zip

MacOS:
gretl-2024c-macos-arm64.pkg
gretl-2024c-macos-intel.pkg

Linux Source:
gretl-2024c.tar.xz



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


Downloads Views Developer Last Update Version Size Type Rank
1,838 4,227 Allin Cottrell, Riccardo Lucchetti and Team <img src="https://www.oldergeeks.com/downloads/gallery/thumbs/gretl1_th.png"border="0"> Nov 27, 2024 - 12:39 2024c 42.68MB EXE 5/5, out of 19 Votes.
File Tags
gretl  v2024c  
      
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