This book provides an introduction to the technical background of
unit root testing, one of the most heavily researched areas in
econometrics over the last twenty years. Starting from an
elementary understanding of probability and time series, it
develops the key concepts necessary to understand the structure of
random walks and brownian motion, and their role in tests for a
unit root. The techniques are illustrated with worked examples,
data and programs available on the book's website, which includes
more numerical and theoretical examples
This book is indispensable reading for all interested in Time
Series Econometrics, Econometrics and Applied Econometrics
General
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