{"product_id":"applied-time-series-econometrics-with-gretl-a-practical-guide-using-price-transmission-applications-paperback","title":"Applied Time Series Econometrics with Gretl: A Practical Guide Using Price Transmission Applications - Paperback","description":"\u003cp\u003eby \u003cb\u003eAnthony N. Rezitis\u003c\/b\u003e (Author)\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cb\u003eApplied Time Series Econometrics with Gretl: A Practical Guide Using Price Transmission Applications\u003c\/b\u003e 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.\u003c\/p\u003e\u003cp\u003eUnlike 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.\u003c\/p\u003e\u003cp\u003eThe 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.\u003c\/p\u003e\u003cp\u003e\u003cb\u003eTopics covered include: \u003c\/b\u003e\u003c\/p\u003e\u003cul\u003e\n\u003cli\u003eTime series components, stationarity and unit root testing\u003c\/li\u003e\n\u003cli\u003eDistributed lag and dynamic regression models\u003c\/li\u003e\n\u003cli\u003eCointegration by the Engle-Granger and Johansen methods\u003c\/li\u003e\n\u003cli\u003eError Correction Models (ECM)\u003c\/li\u003e\n\u003cli\u003eAsymmetric Error Correction Models (AECM)\u003c\/li\u003e\n\u003cli\u003eVector Autoregressive (VAR) models\u003c\/li\u003e\n\u003cli\u003eVector Error Correction Models (VECM)\u003c\/li\u003e\n\u003cli\u003eGranger causality testing\u003c\/li\u003e\n\u003cli\u003eImpulse response functions and forecast error variance decomposition\u003c\/li\u003e\n\u003cli\u003eResidual diagnostics, robust standard errors and parameter stability\u003c\/li\u003e\n\u003c\/ul\u003e\u003cp\u003eEvery 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.\u003c\/p\u003e\u003cp\u003e\u003cb\u003eAll 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.\u003c\/b\u003e\u003c\/p\u003e\u003cp\u003eThis 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.\u003c\/p\u003e\u003cp\u003eThis volume is the first book in the Applied Time Series Econometrics Series.\u003c\/p\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eNumber of Pages:\u003c\/strong\u003e 244\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eDimensions:\u003c\/strong\u003e 0.51 x 9 x 6 IN\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003ePublication Date:\u003c\/strong\u003e August 13, 2026\u003c\/div\u003e\n            ","brand":"BooksCloud","offers":[{"title":"Default Title","offer_id":67893511946392,"sku":"9786188868007","price":54.23,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0759\/8830\/4024\/files\/SP3xKq3qRd9786188868007.webp?v=1793796689","url":"https:\/\/thepinkflamingobookstore.com\/products\/applied-time-series-econometrics-with-gretl-a-practical-guide-using-price-transmission-applications-paperback","provider":"The Pink Flamingo","version":"1.0","type":"link"}