Data for gretl
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.
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.