gretl 2021b 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 | 2021-05-05 |
Filesize | 34.40 MB |
Downloads | 2500 |
OS | Windows 7, Windows 7 x64, Windows 8, Windows 8 x64, Windows 10, Windows 10 x64 |
Installation | Instal And Uninstall |
Keywords | econometric analysis, Comma Separated Values, statistical analysis, analyzer, analyze, econometric |
Users' rating (22 rating) |
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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 |
2020b B2020- | Apr 12, 2020 | New Release | Update gretl copyright notice Revise macOS build: don't require initialization via shell script, and link against version 10.9 of the SDK "gnuplot" and "plot" commands: add a --ylogscale option "store" command: add --matrix option to save a matrix in the form of a dataset |