GRETL () s a cross-platform software package for econometric analysis, written in C. It features:
- Easy intuitive interface (now in French, Italian, Spanish, Polish, German, Basque, Portuguese, Russian, Turkish, Czech, Traditional Chinese, Albanian and Greek as well as English)
- A wide variety of estimators: least squares, maximum likelihood, GMM; single-equation and system methods
- Time series methods: ARMA, GARCH, VARs and VECMs, unit-root and cointegration tests, etc.
- Limited dependent variables: logit, probit, tobit, interval regression, models for count and duration data, etc.
- Output models as LaTeX files, in tabular or equation format
- Integrated scripting language: enter commands either via the gui or via script
- Command loop structure for Monte Carlo simulations and iterative estimation procedures
- GUI controller for fine-tuning Gnuplot graphs
- Links to GNU R, GNU Octave and Ox for further data analysis