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

Time series analysis has undergone many changes in recent years with the advent of unit roots and cointegration. Maddala and Kim present a comprehensive review

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

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

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