The GRETL program (Gnu Regression, Econometrics, and Time-series
Library) is included in the CD accompanying the book. It is the
successor to ESLWIN which was distributed with the previous edition of
this book. The program is also available in other platforms such as
Unix and Linux. GRETL is built around a freely shared library that may
be accessed using a command-line interface program (GRETLCLI) or a
graphical user interface (GRETL). If you have the CD, simply run the
self-extracting executable program
If you don't have the CD, download
and run it. You will be prompted for a location to install the package
(the default is c:\userdata\gretl,
but you can change it to suit your situation). The complete manual is
also available on the CD as the PDF file
It is readable by
Adobe Acrobat Reader, which is available free.
If you plan to use GRETL, be sure to save the file to
your hard drive, print out the complete manual, and
keep it handy. Since the GRETL program is updated often, it is wise to
check periodically for updates. You could get on the GRETL
mailing list and be notified of changes.
To reproduce all the examples in the book, there are 73 command files
labeled "scripts" (denoted by the label PSX-Y.INP, where X is the
chapter number) that can be readily run from GRETLCLI and GRETL.