Gretl is an open-source statistical package, mainly for econometrics. The name is an acronym for Gnu Regression, Econometrics and Time-series Library.

It features a wide variety of estimators: Least squares, maximum likelihood, GMM; single-equation and system method least squares, maximum likelihood, ARIMA, a wide variety of univariate GARCH-type models, VARs and VECM (including structural VARs), Unit roots and cointegration tests, logit, probit, tobit, sample selection, interval regression, Probit and GMM based dynamic panel models.

Gretl supports data formats including own XML data, CSV, Excel, Gnumeric and open document worksheets; Stata .dta files; SPSS .sav files, EViews workfile and many more. It has both a graphical user interface (GUI) and a command-line interface. It is written in C.

Gretl has been reviewed several times in the Journal of Applied Econometrics[1][2] and, more recently, in the Australian Economic Review [3]. A review also appeared in the Journal of Statistical Software[4] in 2008. Since then, the journal has featured several articles in which gretl is used to implement various statistical techniques.

 References:

  1. Baiocchi, Giovanni; Distaso, Walter (2003). "GRETL: Econometric software for the GNU generation". Journal of Applied Econometrics. 18: 105–110. CiteSeerX 10.1.1.466.7942. doi:10.1002/jae.704.
  2.  Mixon Jr, J. Wilson; Smith, Ryan J. (2006). "Teaching undergraduate econometrics with GRETL". Journal of Applied Econometrics. 21 (7): 1103–1107. doi:10.1002/jae.927.
  3.  Tarassow, Artur (2019). "Practical Empirical Research Using gretl and hansl". Australian Economic Review. 52 (2): 255–271. doi:10.1111/1467-8462.12324.
  4.  Rosenblad, Andreas (2008). "gretl 1.7.3". Journal of Statistical Software. 25 (1): 1–14. doi:10.18637/jss.v025.s01.