From Allin Cottrell:
Gretl for is a cross-platform software package for econometric analysis, written in the C programming language. It is is free, open-source software. Gretl features easy intuitive interface, a wide variety of estimators including least squares, maximum likelihood, GMM, single-equation and system methods, time series methods, limited dependent variables, output models as LaTeX files, in tabular or equation format, integrated scripting language, command loop structure for Monte Carlo simulations and iterative estimation procedures, and GUI controller for fine-tuning Gnuplot graphs.
What's new in this version:
Version 1.9.12 increased the maximum length of variable names to 31 characters.