GRETL 2019 : Proceedings of the International Conference on the Gnu Regression, Econometrics and Time-series Library

The volume collects the contributions presented at the sixth Gretl Conference - which took place at the Department of Political Science, University of Naples Federico II, on June 13-14, 2019. Gretl (Gnu Regression, Econometrics and Time-series Library) is a free, open-source software for statistical-econometric analysis, written in C and available on different platforms. Born as a versatile teaching tool, in its 10 years of life it has grown enormously also as a research tool. The Conference saw the presentation of both theoretical and applied studies in order to share the latest software developments and new features. The volume includes 15 contributions by scholars on various topics, including Generalized Dynamic Factor Models, Propensity Score Matching, Space Models and Models for Ordinary Data, Cointegration and Boostrap techniques, which were accepted after an anonymous review process.