Testing for a Unit Root is now an essential part of time series analysis but the literature on the topic is so large that knowing where to start is difficult ev

Testing for a unit root is now an essential part of time series analysis. This volume provides a critical overview and assessment of tests for a unit root in ti

A comprehensive review of unit roots, cointegration and structural change from a best-selling author.

The subject of time series is of considerable interest, especiallyamong researchers in econometrics, engineering, and the naturalsciences. As part of the presti

Part I. Unit roots and trend breaks -- Part II. Structural change