Sign-In
Cart
Applied Time Series Econometrics with Gretl: A Practical Guide Using Price Transmission Applications
Paperback
Series: Applied Time Series Econometrics
Business GeneralEconomicsGeneral Sociology
ISBN13: 9786188868007
Publisher: Helmos Academic Press
Published: Aug 13 2026
Pages: 244
Weight: 0.73
Height: 0.51 Width: 6.00 Depth: 9.00
Language: English
Applied Time Series Econometrics with Gretl: A Practical Guide Using Price Transmission Applications provides a comprehensive introduction to applied time series econometrics through a unique combination of theory, empirical applications, and step-by-step implementation using the open-source software Gretl.
Unlike traditional econometrics textbooks that emphasize mathematical derivations, this book focuses on practical empirical analysis, enabling readers to develop the skills required to estimate, interpret, and evaluate time series econometric models using real-world data.
The book uses price transmission analysis in agri-food markets as a unifying empirical framework while demonstrating econometric techniques that are applicable across economics, finance, energy, business, and related disciplines.
Topics covered include:
- Time series components, stationarity and unit root testing
- Distributed lag and dynamic regression models
- Cointegration by the Engle-Granger and Johansen methods
- Error Correction Models (ECM)
- Asymmetric Error Correction Models (AECM)
- Vector Autoregressive (VAR) models
- Vector Error Correction Models (VECM)
- Granger causality testing
- Impulse response functions and forecast error variance decomposition
- Residual diagnostics, robust standard errors and parameter stability
Every chapter combines theoretical explanations with detailed Gretl implementation, screenshots, interpretation of results, and practical examples, allowing readers to reproduce the analyses and apply the methods to their own research.
All empirical applications use a single dataset of producer and retail prices, which is openly available, so every figure and every number printed in the book can be reproduced in Gretl.
This book is intended for undergraduate and postgraduate students, researchers, instructors, and practitioners in economics, agricultural economics, finance, business, and other social sciences who seek a practical and accessible introduction to modern time series econometrics.
This volume is the first book in the Applied Time Series Econometrics Series.
Also in
General Sociology
I Can't Believe I Did That: The Game That Gives You Points for Sharing Awkward, Awesome, and Unforgettable Memories: Card Games
Katcher, Neil
Nadelberg, David
Other
Guerrilleros and Neighbours in Arms: Identities & Cultures of Anti-Fascist Resistance in Spain
Marco
Paperback
Urban Revolutions: Urbanisation and (Neo-)Colonialism in Transatlantic Context
Kipfer, Stefan
Paperback
The Destiny of Modern Societies: The Calvinist Predestination of a New Society
Zafirovski, Milan
Paperback
The Agrarian Seeds of Empire: The Political Economy of Agriculture in Us State Building
Bauerly, Brad
Paperback
The Sociogony: Social Facts and the Ontology of Objects, Things, and Monsters
Worrell, Mark P.
Paperback
Revolution and Its Alternatives: Other Marxisms, Other Empowerments, Other Priorities
Brass, Tom
Paperback
How to Be Less Stupid about Race: On Racism, White Supremacy, and the Racial Divide
Fleming, Crystal M.
Hardcover
The Day It Finally Happens: Alien Contact, Dinosaur Parks, Immortal Humans--And Other Possible Phenomena
Pearl, Mike
Paperback
Building Communities from the Inside Out: A Path Toward Finding and Mobilizing a Community's Assets
Kretzmann, John P.
Paperback
Something New Under the Sun: An Environmental History of the Twentieth-Century World
McNeill, J. R.
Paperback
Too Many People?: Population, Immigration, and the Environmental Crisis
Butler, Simon
Angus, Ian
Paperback
Screening Out the Past: The Birth of Mass Culture and the Motion Picture Industry
May, Lary
Paperback
The Clash of Globalizations: Neo-Liberalism, the Third Way and Anti-Globalization
Kiely, Ray
Paperback
Aging Out: An Exploration of Caregiving, Community, and How Americans Grow Old
Schiller, Lucy
Hardcover
Pay Attention: How the Algorithms and Media Wars Are Suppressing Truth and Rewiring Your Brain
Pakman, David
Hardcover
Shadow Before the Flame: The Hindenburg Disaster and the Prelude to War
Katz, Catherine Grace
Hardcover
There Is No Place for Us: Working and Homeless in America (Pulitzer Prize Winner)
Goldstone, Brian
Paperback
AI for Good: How Real People Are Using Artificial Intelligence to Fix Things That Matter
Tyrangiel, Josh
Hardcover
If Anyone Builds It, Everyone Dies: Why Superhuman AI Would Kill Us All
Soares, Nate
Yudkowsky, Eliezer
Hardcover
The Story of Your Life: How Social Media Shapes the Way We Experience Everything
Jezer-Morton, Kathryn
Hardcover
The New Dark Ages: The Death of Reading and the Dawn of the Post-Literate Society
Marriott, James
Hardcover
An American Girl: How a Billion-Dollar Doll and Its Unlikely Founder Changed Girlhood Forever
Fitzsimons, Amanda
Hardcover
Andy's Bravo Scrapbook: Twenty Years Behind the Scenes of the Real Housewives and the Bravoverse
Cohen, Andy
Hardcover
The Goddess That Failed: Feminism's Unending War against Men, Families, and Civilization Itself
Fiamengo, Janice
Paperback
Decreation: Poetry, Essays, Opera (by the Winner of the Nobel Prize in Literature)
Carson, Anne
Paperback
American Alt: A True Story of Madness and Friendship in a Fractured Country
Lockhart, Chris
Hardcover
Mailman: My Wild Ride Delivering the Mail in Appalachia and Finally Finding Home
Grant, Stephen Starring
Paperback
Expecting Better: Why the Conventional Pregnancy Wisdom Is Wrong--and What You Really Need to Know
Oster, Emily
Paperback
Doing Small Things with Great Love: How Everyday Humanitarians Are Changing the World
Eubank, Sharon
Hardcover
The Culting of America: What Makes a Cult and Why We Love Them
Reed, Amy
Mestyanek Young, Daniella
Hardcover
Like, Follow, Subscribe: Influencer Kids and the Cost of a Childhood Online
Latifi, Fortesa
Hardcover
There Is No Place for Us: Working and Homeless in America (Pulitzer Prize Winner)
Goldstone, Brian
Hardcover
Freedom Is a Constant Struggle: Ferguson, Palestine, and the Foundations of a Movement
Davis, Angela Y.
Paperback
Girl on Girl: How Pop Culture Turned a Generation of Women Against Themselves
Gilbert, Sophie
Paperback
The Power Broker (Pulitzer Prize Winner): Robert Moses and the Fall of New York
Caro, Robert A.
Paperback
Revenge of the Tipping Point: Overstories, Superspreaders, and the Rise of Social Engineering
Gladwell, Malcolm
Paperback
Why We Ask Why: The Science of Explanation and the Human Drive to Understand
Lombrozo, Tania
Hardcover
Let This Radicalize You: Organizing and the Revolution of Reciprocal Care
Kaba, Mariame
Hayes, Kelly
Paperback
The Tribe and I Have Spoken: The Definitive (Unofficial) Lore and Legacy from the Game's Smartest Surviving Loser
Cesternino, Rob
Kavutskiy, Alex
Hardcover
Scream with Me: Horror Films and the Rise of American Feminism (1968-1980)
Johnson, Eleanor
Hardcover
Life After Cars: Freeing Ourselves from the Tyranny of the Automobile
Gordon, Doug
Naparstek, Aaron
Goodyear, Sarah
Hardcover
Prophecy: Prediction, Power, and the Fight for the Future, from Ancient Oracles to AI
Veliz, Carissa
Hardcover
The Agatha Christie Cure: What Reading the Queen of Crime Taught Me about Life
Rentzenbrink, Cathy
Hardcover
The Unsettling of America (50th Anniversary Edition): Culture and Agriculture
Berry, Wendell
Paperback
Midnight in Chernobyl: The Untold Story of the World's Greatest Nuclear Disaster
Higginbotham, Adam
Paperback
The Fourth Turning: What the Cycles of History Tell Us about America's Next Rendezvous with Destiny
Strauss, William
Howe, Neil
Paperback
Who We Are Becoming Matters: The Courage, Wisdom, and Aloha We Need in a Timeplace of Collapse
Wong, Norma Kaweloku
Paperback
Our Minds Were Always Free: A History of How Black Brilliance Was Exploited--And the Fight to Retake Control
Davis, Lisa E.
Hardcover
How to Break Up with Your Phone, Revised Edition: The 30-Day Digital Detox Plan
Price, Catherine
Paperback
Chase's Calendar of Events 2027: The Ultimate Go-To Guide for Special Days, Weeks and Months
Chase's, Editors Of
Paperback
From Life Itself: Turkey, Istanbul, and a Neighborhood in the Age of Erdoğan
Hansen, Suzy
Hardcover
Obsolete: The AI Industry's Trillion Dollar Race to Replace Us--And How to Stop It
Lovely, Garrison
Paperback
Te vas a morir y todavía no has empezado a vivir: 29 principios para vivir mejor (y con más sentido)
Falces, Laura
Moreno Montana, Uli
Paperback
Not My Circus: Living with Courage, Conviction, and Compassion in a World of Chaos
Batterson, Mark
Hardcover
In Sickness and in Health: Love Stories from the Front Lines of America's Caregiving Crisis
Mauldin, Laura
Hardcover