Make a folder C:\temp
In octave, do:
setenv("TEMP", "C:/temp")
setenv("TMP", "C:/temp")
pkg install -forge econometrics
Dmitri.
--
the above should do it. the nonstandard characters in your username are causing issues doing many things under your user folders. note many of the specific are messages are about being unable to find the folder, or to have permissions in the folder, etc. Dmitri's suggestion will change the temp folder to something outside of your user folder. Many package installs need temporary file space for extraction or compilation before it puts the files where they belong. 'pkg install -forge econometrics' failed for that reason.
his command might still fail, because it may try to install a local package into your user folder. with the change above, I would suggest trying to run
pkg install -forge -global econometrics
OR in the same location you downloaded and saved the zipped package:
pkg install -global econometrics-1.1.2.tar.gz
when you download a package file, don't extract it. don't try to put it where it belongs in the octave folder structure. just save the file somewhere, navigate to it, and run the install.