Greasley, David; Oxley, Les - In: Journal of Economic Surveys 24 (2010) 5, pp. 970-1042
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,...