免费的计量经济学软件(gretl)

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介绍一款免费的计量经济学软件(gretl)

Gnu Regression, Econometrics and Time-series Library

Is a cross-platform software package for econometric analysis, written in the C programming language. It is 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.

Features

• Easy intuitive interface (now in French, Italian, Spanish, Polish, German and Portuguese 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.

• 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

• Link to GNU R for further data analysis

Data formats

Reads own format XML data files, Comma Separated Values files, Excel and Gnumeric worksheets, Stata .dta files, Eviews workfiles, JMulTi data files, own format binary databases (allowing mixed data frequencies and series lengths) RATS 4 databases and PC-Give databases. Includes a sample US macro database. See also the gretl data page.

You can go to its web to download if you are interested in it:

http://gretl.sourceforge.net/

Gretl for MS Windows can be found here,
http://gretl.sourceforge.net/win32/

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关键词：计量经济学软件 gretl 计量经济学 计量经济 GRE 软件 计量经济学 gretl

对了此软件可用菜单操作。使一下，就会了。另外，我还找到一本书 Principles of Econometrics using GRETL。334 页。如果，有人感兴趣，我可以上传。

[此贴子已经被作者于2008-1-5 1:41:42编辑过]

挺好的东东。。。

麻烦传一下教材啊

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