Cliometrics and time series econometrics: Some theory and applications

The paper discusses a range of modern time series methods that have become popular in the past 20 years and considers their usefulness for cliometrics research both in theory and via a range of applications. Issues such as, spurious regression, unit roots, cointegration, persistence, causality, stru...

Full description

Bibliographic Details
Main Authors: Greasley, D., Oxley, Leslie
Format: Journal Article
Published: Wiley-Blackwell 2010
Online Access:http://hdl.handle.net/20.500.11937/21961