计量软件介绍:
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.
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Easy intuitive interface (now in French, Italian, Spanish, Polish and German as well as English)
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A wide variety of least-squares and maximum-likelihood estimators, including systems estimators
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Single commands to launch things like augmented Dickey-Fuller test, Chow test for structural stability, Vector Autoregressions, ARMA estimation
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Output models as LaTeX files, in tabular or equation format
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Integrated scripting language: enter commands either via the gui or via script
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Command loop structure for Monte Carlo simulations and iterative estimation procedures
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GUI controller for fine-tuning Gnuplot graphs
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Link to GNU R for further data analysis
这一软件的确有它的很多优点,界面简单清晰,并配有详尽的官方Manual,非常容易入门。既然有朋友感兴趣,就把它放上来,供感兴趣的来练习练习.
Gretl的免费下载地址:
http://gretl.sourceforge.net/#dl
最重要、最核心的部分:
Wooldridge: Introductory Econometrics: A Modern Approach(3e)
全套Gretl数据集,这个就不能免费了,收点辛苦费,不好意思啦。
[此贴子已经被作者于2007-2-14 8:03:46编辑过]