Adkins L.C. Using gretl for Principles of Econometrics

The previous edition of this manual was about using the software package called gretl to do various econometric tasks required in a typical two course undergraduate or masters level econo- metrics sequence. This version tries to do the same, but several enhancements have been made that will interest those teaching more advanced courses. I have come to appreciate the power and usefulness of gretl’s powerful scripting language, now called hansl. Hansl is powerful enough to do some serious computing, but simple enough for novices to lea. In this version of the book, you will find more information about writing functions and using loops to obtain basic results. The programs have been generalized in many instances so that they could be adapted for other uses if desired. As I lea more about hansl specifically and programming in general, I will no doubt revise some of the code contained here. Stay tuned for further developments.
As with the last edition, the book is written specifically to be used with a particular textbook, Principles of Econometrics, 4th edition (POE4 ) by Hill, Griffiths, and Lim. It could be used with many other introductory texts. The data for all of the examples used herein are available as a package from my website at http://www.leaeconometrics.com/gretl.html. If you are unfamiliar with gretl and are interested in using it in class, Mixon Jr. and Smith (2006) and Adkins (2011a) have written a brief review of gretl and how it can be used in an undergraduate course that you may persuade you to give it a try.