GC2021 – Videos

More materials soon…

Giulio Palomba – Reconciling TEV and VaR in Active Portfolio Management: A New Frontier

Keynote speech: Mark Steel – Bayesian Model Averaging
Riccardo Lucchetti, Luca Pedini – Parallelized BMA: the ParMA package
Marcin Błażejowski, Jacek Kwiatkowski – BMA related packages in gretl
Artur Tarassow – Working with gretl and the sublime editor to boost productivity
Gerardo Sebastián Díaz Muro – “LocalProjection“: Estimating IRFs with local projections

GC2019 – Photos


2017 gretl Conference, June 2-3 2017, Athens, Greece

The bi-annual (5th) Gretl Conference is an inspiring opportunity to take stock of the current state of the gretl econometrics software project, including its embedded programming language hansl.

The programme will consist of contributed presentations, as well as keynotes by invited speakers and Gretl developers. At the close of the conference there will be a “coding sprint” where interested participants can teach each other new tricks in hansl and start implementing some of the new ideas produced at the meeting.

Contributions should demonstrate what is already possible in advanced real-world applications, how gretl compares to other software, or how a possibly missing functionality is implemented in other software. They could also present innovative methods for teaching statistics with gretl, or discuss desirable directions for the development of the project.

All researchers interested in econometrics or computational statistics are encouraged to submit abstracts for possible presentations. Proposals for any relevant topic will be considered, including (but not limited to) talks related to new functionality in gretl since the previous conference:

  • MIDAS (mixed-frequency) regression
  • new and better Kalman filter interface for state-space models
  • DPB (dynamic panel binary) package
  • BFGScmax constrained maximization routines
  • multivariate GARCH models
  • StrucBreak package for structural break analysis
  • more specialized microeconometrics like faster random-effects panel probit routines, packages for McFadden’s choice model, packages to compute marginal effects for many models

The 5th Conference is organized by the University of Patras, and will be held at the Technopolis City of Athens in June 2-3 2017.

The 5th gretl conference is also sponsored by:

Department of Economics, MSc Applied Economics & Data Analysis (University of Patras)


The Special Account for Research Funds (ELKE) of the University of Patras

GC2017 – Info

Keynote speakers:

  • Philipp Sibbertsen, Leibniz Universität Hannover
  • Allin Cottrell, Wake Forest University
  • Riccardo “Jack” Lucchetti, Università Politecnica delle Marche

Scientific Organizing Committee:

  • Sven Schreiber, Macro Policy Institute IMK, and Free University Berlin, Germany
  • Ignacio Díaz-⁠Emparanza, University of the Basque Country, Spain
  • Matteo Picchio, Università Politecnica delle Marche, Italy
  • George Tsiotas, University of Crete, Greece

Local Organizing Committee:

  • Ioannis Venetis (University of Patras)
  • Manolis Tzagarakis (University of Patras)
  • Evi Salamaliki (University of Patras)


The conference will be held at INNOVATHENS, located in the Technopolis City of Athens.

Technopolis is located in the center of Athens, walking distance away from many major tourist sites of the city of Athens.

GC2017 – Photos


4th gretl Conference June 12-13, 2015 Berlin, Germany Hans Boeckler Foundation and Free University of Berlin

This conference will be a meeting of users of the gretl econometric package. The conference will focus on:

  • Implementation of econometric techniques in gretl,
  • Methodological papers with a strong computational emphasis,
  • Applications using gretl,
  • Teaching econometrics and statistics using free software,
  • Developing gretl

GC2015 – Info

Keynote speakers will include:

  • Helmut Lütkepohl (DIW and Freie Universität Berlin),
  • Allin Cottrell (Wake Forest University)
  • Riccardo “Jack” Lucchetti (Università Politecnica delle Marche)

The Scientific Committee:

  • Ignacio Díaz-Emparanza, University of the Basque Country, UPV/EHU, Bilbao, Spain
  • Marcin Błażejowski, Faculty of Finance and Management, WSB University in Toruń, Poland
  • Lee Adkins, Oklahoma State University, USA

The local organizing Committe:

  • Sven Schreiber (Macroeconomic Policy Institute (IMK) at Hans Boeckler Foundation, and Free University Berlin).


Schmiede Building (EUREF-Campus, Torgauer Str. 12-15, 10829 Berlin, Germany)

Official link to the Schmiede: http://www.euref.de/de/veranstaltungen/eventlocations/schmiede/

How to get to the EUREF Campus:

Berlin’s U-Bahn (metro/underground) and S-Bahn (urban railway) network: http://www.s-bahn-berlin.de/pdf/VBB-Liniennetz.pdf

*For all the public transport mentioned below, you need a ticket for zone “Berlin AB”. Exception: For Schönefeld airport (SXF) you need zone “Berlin ABC”.

S-Bahn: stop “Schöneberg” (line S1, circle lines S41/42)

From the S-Bahn station Schöneberg take the exit to Dominicusstraße, cross the street Dominicusstraße at the traffic light to get to the north-eastern side of the street, turn right to follow the street for 50m, and the street Torgauer Straße is the first one on your left. Follow Torgauer Straße for 100m until the entrance to the EUREF Campus. On the Campus it is another 150m to the Schmiede building.

Bus: stop “S-Bhf. Schöneberg” (lines M46, 248)

Depending on the direction the bus is going, make sure you are on the side of the street Dominicusstraße opposite of the S-Bahn entrance/exit. Then follow the instructions above.

Train: The nearest train station is “Berlin Südkreuz”. Take a westbound S-Bahn of the circle line to go to Schöneberg (just one stop), then follow the instructions above.

If you are coming from the central station (Berlin Hauptbahnhof), you can either take southbound regional trains to Südkreuz station and follow instructions from there. But because connections between Hauptbahnhof and Südkreuz are not very regular, you can also take the U-Bahn U55 from Hauptbahnhof to Brandenburger Tor, and take the S-Bahn S1 from there to Schöneberg. Then follow instructions above.

Plane: As you may have heard, Berlin is still struggling with the construction of its new airport. So we still have two old ones operating:

Tegel (TXL): Take the bus X9 to S-Bahn “Jungfernheide”, then take any counter-clockwise S-Bahn of the circle line to get to Schöneberg and follow instructions above.

Schönefeld (SXF– attention, do not mix up Schöneberg and Schönefeld…): Either take the X7 bus to U-Bahn “Rudow”, take the U-Bahn U7 to “Neukölln” and then the westbound (clock-wise) S-Bahn of the circle line to Schöneberg, then follow instructions above. Or walk from the terminal a little (300m?) to the S-Bahn stop “Flughafen Berlin-Schönefeld”, take the S-Bahn S45 to “Südkreuz”, then follow instructions above.