gretl
This econometrics package is being written by Allin Cottrell of Wake
Forest University. One of its unique features is that it is written
under the "GNU Public License" so that anyone can redistribute or
modify its source code (thus the full name: "Gnu Regression,
Econometrics and Time-series Library"). Binary versions for Windows
and Linux are available as well. While still in a relatively early
stage of development, it offers many standard features: various
least-squares estimators, Dickey-Fuller and Chow tests, etc. For
inputing data, it can read RATS 4 databases and "comma separated
value" files (most spreadsheets can save in that format). There is
also a scripting language for gretl as well as an on-line manual.
http://ricardo.ecn.wfu.edu/gretl/
