Applied Time Series Econometrics Series
My Academic Books
Applied Time Series Econometrics with Gretl: A Practical Guide Using Price Transmission Applications
Helmos Academic Press, Athens, 2026 ยท ISBN 978-618-88680-0-7. A practical introduction to applied time series econometrics using the free, open-source software Gretl, with price transmission in agri-food markets as a continuous empirical application: distributed lag models, cointegration, ECM, asymmetric ECM, VAR and VECM, each demonstrated step by step.