Tools · SPBoucher
Menu

gretl

by gretl developers (Allin Cottrell, Riccardo Lucchetti) · Application · also known as Gnu Regression, Econometrics and Time-series Library

Free, GPL-licensed cross-platform econometrics program with a GUI, the hansl scripting language and estimators for time series, panels and limited dependent variables

GPL-3.0-only licenseFreeOpen sourceLocalSelf-hostable
Visit official site Compare

Link verified Nov 2, 2026

Overview

gretl (Gnu Regression, Econometrics and Time-series Library) is a free, open-source econometrics package written in C and released under the GNU GPL version 3. It offers a multilingual graphical interface, a command-line program and a script editor for hansl, its built-in language with matrix operations and user-written function packages. Estimators span least squares, maximum likelihood, GMM and regularized regression (LASSO, ridge); time-series tools include ARIMA, GARCH-type models, VARs and VECMs, unit-root and cointegration tests and the Kalman filter; limited dependent variable models (logit, probit, tobit, count, duration) and panel estimators including dynamic panel GMM are provided.

gretl exports models to LaTeX, plots with gnuplot and exchanges data with R, Octave, Python, Julia, Ox and Stata. Installers exist for Windows and macOS, with Linux packages in Debian and Fedora. Releases are frequent (2026d dated October 2026). It is popular in teaching and among researchers who want a free Stata- or EViews-like environment, though its ecosystem of contributed packages is smaller than R's.

Editorial note on uncertainty. SourceForge pages return 403 to command-line clients; content was verified through a rendering fetcher. license_spdx is taken from the homepage statement rather than a separate LICENSE file.

Capabilities

  • GUI plus command-line and hansl scripting
  • OLS, ML, GMM and regularized estimators
  • ARIMA, GARCH, VAR/VECM, cointegration and Kalman filter
  • Panel estimators including dynamic panel GMM
  • Logit, probit, tobit, count and duration models
  • LaTeX model export and gnuplot graphics
  • Data exchange with R, Octave, Python, Julia, Stata

Typical workflows

  1. Introductory econometrics course with a free GUI tool
  2. Quick time-series diagnostics before scripting in R

Strengths

  • Free and open source under GPL-3.0
  • Cross-platform with native installers
  • Scriptable and GUI-driven at once

Limitations

  • Smaller package ecosystem than R or Python
  • SourceForge hosting blocks some automated clients
  • Fewer modern causal-inference methods than specialized packages

Prerequisites

  • Windows, macOS or Linux

Who it is for

  • Econometrics instructors and students
  • Researchers wanting a free GUI econometrics package

Alternatives & comparison

gretl is the free counterpart to Stata and EViews with a similar point-and-click plus script model; R and statsmodels offer far larger ecosystems but no comparable GUI.

  • EViews

    Commercial Windows econometrics package for time-series estimation, forecasting and macro modelling, sold as single-user, volume, University and free Student Lite editions

    ProprietaryPaid
  • R

    Language and environment for statistical computing and graphics, with the CRAN package archive and a strong base in academic statistics and econometrics

    Open sourceOpen source
  • Stata

    Commercial statistical software from StataCorp widely used in economics and social science, with editions BE/SE/MP, a command language, Mata and comprehensive PDF manuals

    ProprietaryPaid
  • statsmodels

    Python library for estimating statistical and econometric models with R-style formulas, rich result summaries and tests: OLS, GLM, discrete choice, ARIMA, state space, VAR and more

    Open sourceFree
Compare gretl with its alternatives →

Sources & verification

Primary sources consulted for this record. Claims are tied to the fields each source supports; the automated link checker re-verifies every URL on a schedule.

  • Official site
    gretl

    https://gretl.sourceforge.net/

    Supports: name, summary, capabilities, license_spdx, operating_systems

    Homepage states GPL v3 licensing and lists features and current release

    checked Nov 1, 2026
  • Repository
    gretl on SourceForge

    https://sourceforge.net/projects/gretl

    Supports: repo_url, source_model

    checked Nov 1, 2026
Confidence
Medium
Reviewed
Nov 1, 2026
Links
Verified · Nov 2, 2026

Spotted an error?

Broken link, outdated license, wrong category, or a tool that no longer exists? Tell us; reports are reviewed by the editor.

fixest

Laurent Bergé · Econometrics & causal inference

In-depth entry

R package for fast estimation of OLS, GLM, Poisson, IV and difference-in-differences models with many fixed effects, clustered errors, multiple estimations and publication tables

GPL-3.0-onlyFreeOpen sourceLocalNov 2, 2026

EconML

PyWhy (originally Microsoft Research) · Econometrics & causal inference

Python library for heterogeneous treatment-effect estimation with machine learning: double ML, doubly robust learners, causal forests, meta-learners, IV and policy learning

MITFreeOpen sourceLocalNov 2, 2026

DoWhy

PyWhy (originally Microsoft Research) · Econometrics & causal inference

Python causal-inference library organized around model, identify, estimate and refute steps, with graphical causal models for attribution, counterfactuals and root-cause analysis

MITFreeOpen sourceLocalNov 2, 2026

linearmodels

Kevin Sheppard · Econometrics & causal inference

Python package by Kevin Sheppard adding panel data, instrumental-variable, system (SUR/3SLS) and asset-pricing estimators missing from statsmodels

NCSAFreeOpen sourceLocalNov 2, 2026

arch (Python package)

Kevin Sheppard · High-frequency financial analysis

Kevin Sheppard's Python package for univariate ARCH/GARCH volatility models, bootstraps, multiple-comparison procedures, unit-root and cointegration tests

NCSAFreeOpen sourceLocalNov 2, 2026