Gretl: a cross-platform software package for econometric analysis

Is a cross-platform software package for econometric analysis, written in the C programming language. It is free, open-source software. You may redistribute it and/or modify it under the terms of the GNU General Public License (GPL) as published by the Free Software Foundation.

gretl conference

The sixth biennial gretl conference took place in Naples on June 13-14, 2019; details here. Previous conferences took place in Athens (2017), Berlin (2015), Oklahoma City (2013), Toruń (2011) and Bilbao (2009). For further info see Our thanks go to all the organizers of these conferences.


  • 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

  • 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 RGNU OctavePythonJuliaOx and Stata

  • Parallelization via MPI (details)

  • Support for mixed time-series frequencies (MIDAS) (details)

  • Support for machine learning via LIBSVM (details)