|
In gretl parlance, a database is a (usually large) collection of series that may be of mixed frequencies and observation ranges. The data are stored in binary format, as single-precision "floats". You access such files via gretl's File/Databases menu. From there you can import selected series into gretl's workspace. Gretl databases have a .bin filename suffix, and are accompanied by an index file (suffix .idx) containing information on the series.
A gretl datafile, on the other hand, is a collection of series that is homogeneous with respect to frequency and observation range (though there may be missing values for some variables at some observations). Such a file may be read directly into gretl's workspace. Gretl datafiles typically have a .gdt suffix; by default they are in XML format, conforming to the Document Type Definition (DTD) given in gretldata.dtd.
For further details, please see the gretl manual.
The gretl distribution contains one sample database, a collection of US macroeconomic time series from the Federal Reserve Bank of St Louis. Several more databases are available for free downloading, or online access. Note that with gretl 0.40 and higher you can access these additional databases via the menu item File/Databases/On database server (provided you are connected to the internet).
Datasets and replication scripts for Ramu Ramanathan's Introductory Econometrics with Applications, and selected data from William Greene's Econometric Analysis, are provided with the base gretl package. Additional textbook datasets are available as follows.
Wooldridge: gretl offers support for the datasets used in Jeffrey Wooldridge's textbook, Introductory Econometrics: A Modern Approach. The datasets are available as a Windows self-installer, wooldridge_data.exe, or as a compressed archive, wooldridge.tar.gz. Includes data files that are new in the 4th edition.
Gujarati: gretl supports the datasets in Damodar Gujarati's Basic Econometrics. For MS Windows use the self-installer, gujarati_data.exe, otherwise get the compressed archive, gujarati.tar.gz.
Stock and Watson: gretl supports the datasets in James Stock and Mark Watson's Introduction to Econometrics. The package is available as a Windows self-installer, stock_watson.exe, or as a compressed archive, stock_watson.tar.gz. The additional datasets for the second edition of Stock and Watson are also available for Windows, stock_watson_2.exe, or as a compressed archive, stock_watson_2.tar.gz.
Replication scripts are also available in stock_watson_scripts.zip.
Dougherty: The datasets for the third edition of Christopher Dougherty's Introduction to Econometrics are available for Windows, dougherty_data.exe, or as a compressed archive, dougherty.tar.gz.
Verbeek: The datasets for the second edition of Marno Verbeek's Guide to Modern Econometrics are available for Windows, verbeek_data.exe, or as a compressed archive, verbeek.tar.gz.
Davidson and MacKinnon: gretl supports the datasets in their Econometric Theory and Methods. The datasets are available as a Windows self-installer, ETM_data.exe, or as a compressed archive, ETM.tar.gz.
Koop: the datasets used in the second edition of Gary Koop's Analysis of Economic Data. Available as a Windows self-installer, koop_data.exe, or as a compressed archive, koop.tar.gz.
Hill, Griffiths and Lim: Lee Adkins provides gretl datasets and scripts for the third edition of Principles of Econometrics. A companion free pdf book is provided too: Using gretl for Principles of Econometrics.
With the Windows self-installers, just download them to the desktop then double-click on the installer icon. (Once the datasets are installed you can delete the installer.)
The compressed data packages should be unpacked in the gretl "data" directory. For example, if gretl is installed under /usr you could install the Stock and Watson data like this (as the root user):
cd /usr/share/gretl/data wget http://ricardo.ecn.wfu.edu/pub/gretl/stock_watson.tar.gz tar xvfz stock_watson.tar.gz rm stock_watson.tar.gz
The Stock and Watson scripts package should be unpacked in /usr/share/gretl/scripts (or the corresponding location if gretl is not installed under /usr).
| Source | Description | File |
|---|---|---|
Penn World Table, PWT56 (cross-country macro panel data) |
||
Jones-Obstfeld Saving and Investment Data for 13 Countries (historical panel) |
||
NBER-CES/Census Manufacturing Industry Productivity Data, June 2000 (covers over 400 industrial sectors) |
You should follow up the links in the first column above to get full details on these data sets. I am in the process of assembling my own notes on these packages; for the moment I have only done this for the Penn World Table.
PWT56 is a rich macroeconomic panel dataset, spanning 152 countries over the years 1950 to 1992. The package for gretl comprises three main data files:
pwt56.gdt: the entire pwt56. This dataset has many missing observations.
pwt56_60_89.gdt: A panel data set of 120 countries for the 30 years 1960-89, containing 20 variables. This data set has no missing observations.
pwt56_1985.gdt: More data are available for 1985 than for any other year, so I also made a pure cross-sectional data file for all 152 countries for this year. This file has some missing observations, but these will not be quite so difficult to deal with in a cross section as in a panel data set.
The package includes full documentation and sample scripts to analyse the data.
If you use gretl in your teaching you may wish to set up a custom collection of data files (or scripts) for your students to access. Look here for details.
Besides offering pre-packaged databases, gretl comes with some scripts that can be used to create databases using data available via the internet. These can be found in the utils subdirectory of the gretl source package (see the gretl main page). To run the scripts you need to have perl installed on your computer, and you need to be connected to the internet.