gretl 2023b freeware

Is a cross-platform software package for econometric analysis, written in the C programming language. It is free, open-source software. gretl is a software tool developed for users who frequently work with econometric analysis, by providing them with a bunch of useful features. gretl runs on a low-to-moderate amount of CPU and system memory, so it shouldn't interfere with the runtime of active processes. ...

Author Allin Cottrell & Riccardo "Jack" Lucchet
Released 2023-07-21
Filesize 38.30 MB
Downloads 2574
OS Windows 7, Windows 7 x64, Windows 8, Windows 8 x64, Windows 10, Windows 10 x64, Windows 11
Installation Instal And Uninstall
Keywords econometric analysis, Comma Separated Values, statistical analysis, analyzer, analyze, econometric
Users' rating
(26 rating)
gretlOtherWindows 7, Windows 7 x64, Windows 8, Windows 8 x64, Windows 10, Windows 10 x64, Windows 11
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gretl freeware - The Latest User Reviews
gretl freeware - The Latest Versions History
2023b Jul 21, 2023 New Release - New command "kdplot": simple access to a kernel density plot for a single series
- New function typename(): return a string giving the type of the argument (can replace typeof() and typestr())
- "arima" command: implement built-in procedure for assessing lag orders, via new --lagselect option, and add GUI access
- "corr" command: add 1 percent critical value of correlation coefficient to the output
- "join" command: import descriptions of newly-added series, if present
- "gnuplot" command: add new options --inbuf and --outbuf to accept, respectively, input from a named string and output to a named string
- "smpl" command with the panel-data --time option: support the --replace modifier
- "outfile" command: insist on correct syntax for usage with the --tempfile option
- aggregate() function: support matrix input
- misszero() and zeromiss() functions: support matrix input
- SVAR addon: implement mixed (set-based and zero) restrictions
2021b May 5, 2021 New Release New function trigamma(): second derivative of lngamma
New function midasmult(): gives MIDAS multipliers
New command "bds": BDS nonlinearity test
Gdtb data format: make the new variant the default
Tighten up on defbundle() syntax: no empty arguments allowed
Array definition: enforce the specific choice of type
"wls" command, with 0/1 weights: compute $yhat and $uhat for the excluded observations
"dpanel" estimation via the GUI: make the --dpdstyle flag configurable
"dpanel" --verbose switch: provide some information on the instruments used
"adf" command: support more accurate inference with improved p-values or critical values, for the GLS case in particular
"xtab" command: clarify that the $result (matrix) accessor is just for the bivariate case
"clear" command: add --functions option to remove all hansl functions from memory
"restrict" command: add "inject" keyword to support use of an array of strings to specify restrictions
2021a Apr 14, 2021 New Release - New function vma() for multiple time series
- quantile(): support variant methods Q7 and Q8 described in Hyndman and Fan (1996)
- defbundle(): add two shorthand variants of this function
- irf(): support calculation of multiple impulse responses in a single call (with internal speed-up)
- irf() bug-fix: failing to compute bootstrap confidence band correctly when passed a $system bundle argument
- VAR internals: scrap augmented Cholesky matrix; so the $system.C accessor is now a square matrix
- $system bundle: ensure presence of xlist member, and include the command-word (var, vecm or system)
- mread(): support reading gdt and gdtb files as matrices
- readfile(): support reading gzipped files transparently
- obslabel(): support a vector of observations
- nls/mle/gmm blocks: support use of printf statements
- "open" command: support reading selected series from native gretl datafiles (gdt, gdtb)
- "join" command: support $obsmajor, $obsminor as outer keys

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gretl

2023b freeware download

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