Gretl is a cross-platform software package for econometric analysis. Offers GNU regression, econometrics and time-series library.
Easy intuitive interface (now in French, Italian, Spanish, Polish, German, Basque, Catalan, Galician, Portuguese, Russian, Turkish, Czech, Traditional Chinese, Albanian, Bulgarian, Greek and Japanese as well as English)
A wide variety of estimators: least squares, maximum likelihood, GMM; single-equation and system methods
Time series methods: ARIMA, GARCH, VARs and VECMs, unit-root and cointegration tests, Kalman filter, etc.
Limited dependent variables: logit, probit, tobit, heckit, interval regression, models for count and duration data, etc.
Output models as LaTeX files, in tabular or equation format
Integrated powerful scripting language
Command loop structure for Monte Carlo simulations and iterative estimation procedures
GUI controller for fine-tuning Gnuplot graphs
An expanding range of contributed function packages
Links to GNU R, GNU Octave and Ox for further data analysis