Dougherty: Introduction to Econometrics 4e
Gretl (GNU Regression, Econometrics and Time-Series Library) is the official econometrics application for Introduction to Econometrics. It is free to download and very powerful. It does everything that is required in the computer regression exercises in the textbook. It is similar to major econometrics applications such as Stata, EViews, SPSS, and SAS. If you already have access to one of the commercial applications just mentioned, there is no need to change. However, if you are struggling to run regressions with a regression feature built into a spreadsheet application such as Microsoft Excel, we recommend that you download gretl.
Gretl can be downloaded here: http://gretl.sourceforge.net/
Download the instruction manual for Gretl (PDF)
The data sets referred to in the text are available in gretl format on the data sets page