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

In the 16th Edition of Advances in Econometrics we present twelve papers discussing the current interface between Marketing and Econometrics. The authors are le

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

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

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