Cliometrics and Time Series Econometrics: Some Theory and Applications

David Greasley, L. Oxley

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationEconomics and History: Surveys in Cliometrics
PublisherWiley
Pages217-287
Volume24
ISBN (Electronic)9781444346725
ISBN (Print)9781444337808
DOIs
Publication statusPublished - 2011

Keywords

  • cliometrics
  • time series econometrics and applications
  • Granger and Newbold's seminal time series papers
  • quantitative economic history
  • standard practice in time series econometrics
  • conditional independence graph or CIG
  • testing for Granger-type causality
  • time series based tests of convergence
  • causality test, interpretation of early industrialization
  • Granger causality tests
  • econometric methods in quantitative economic history

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