Gretl
Gnu Regression, Econometrics and Time-series Library
This 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. More information on their official website.
Here you will learn to:
- Download and install the program.
- Estimate and validate an econometric model.
- Analyze the performance of basic heteroscedastic and uncorrelated hypotheses.