gretl

gretl is a cross‑platform, open‑source package written in C for conducting econometric and time‑series analysis. It offers a graphical interface and a scripting language (hansl) that together support a broad range of estimators, including ordinary least squares, maximum‑likelihood, GMM, regularized methods such as LASSO and Ridge, and specialized models for limited dependent variables, panel data, and system equations. Users can also apply time‑series techniques like ARIMA, VAR, VECM, GARCH‑type models, unit‑root and cointegration tests, and Kalman filtering.

The software is aimed at researchers, analysts, and students who need to estimate, test, and forecast economic models while exchanging data with other environments. It integrates with GNU R, Octave, Python, Julia, Ox, and Stata, and can produce results in LaTeX format. Additional capabilities include parallel execution via MPI, mixed‑frequency (MIDAS) handling, and machine‑learning extensions through LIBSVM.

gretl distinguishes itself through an extensive multilingual interface, a built‑in scripting language for reproducible workflows, and a community that contributes function packages and maintains regular conferences. Its stable release is available for macOS and other platforms under the GPL.