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

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

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

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

In this book, the author rejects the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with example