To install gretl on your system, you will need to download the appropriate executable file for the computer platform you are using. For Microsoft Windows users the appropriate site is http://gretl. sourceforge. net/win32/. One of the nice things about gretl is that Mac OS X and Linux versions are also available. If you are using some other computer system, you can download the source code and compile it on whatever platform you’d like. This is not something you can do with any commercial software package.
Gretl depends on some other (free) programs to perform some of its magic. If you install gretl on your Mac or Windows based machine using the appropriate executable file provided on gretl’s download page then everything you need to make gretl work should be installed as part of the package. If, on the other hand, you are going to build your own gretl using the source files, you may need to install some of the supporting packages yourself. I assume that if you are savvy enough to compile your own version of gretl then you probably know what to do. For most, just install the self-extracting executable, gretl_install. exe, available at the download site. Gretl comes with an Adobe pdf manual that will guide you through installation and introduce you to the interface. I suggest that you start with it, paying particular attention to the first 3 chapters, which discuss installation in more detail and some basics on how to use the interface.
Since this manual is based on the examples from Principles of Econometrics, 4th edition (POE4) by Hill et al. (2011), you should also download and install the accompanying data files that go with this book. The file is available at
This is a self-extracting windows file that will install the POE4 data sets onto the c:Program Files (x86)gretldata directory of your computer’s harddrive. If you have installed gretl in any place other than c:Program Files (x86)gretl then you are given the opportunity to specify a new location in which to install the program during setup.