Practical Empirical Research Using gretl and hansl
Autor: | Artur Tarassow |
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Rok vydání: | 2019 |
Předmět: |
Economics and Econometrics
Computer science business.industry 05 social sciences Professional work computer.software_genre Bridge (interpersonal) Software Empirical research Autoregressive model Scripting language 0502 economics and business 050207 economics Software engineering business computer 050205 econometrics |
Zdroj: | Australian Economic Review. 52:255-271 |
ISSN: | 1467-8462 0004-9018 |
DOI: | 10.1111/1467-8462.12324 |
Popis: | This article provides an introduction to the free open‐source statistics and econometrics software gretl. The software is an attempt to bridge the different demands for teaching at different levels. Furthermore, it also provides functionalities required for professional work. We also introduce gretl's powerful and intuitive scripting language ‘hansl’. This article can be seen as an illustrated step‐by‐step guide that uses a real‐life data analysis example. Finally, I estimate a vector autoregressive time‐series model using gretl for structural analyses as well as for forecasting purposes. |
Databáze: | OpenAIRE |
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