This book deals with problems related to unit roots and structural change, and the interplay between the two. The research agenda dealing with these topics have proved to be of importance to devise procedures that are reliable for inference and forecasting. Several important contributions have...

"This second edition is revised and updated and explains how to use many recent technical developments in time series econometrics. The main objective of this book is to help many applied economists, with a limited background in econometric estimation theory, to understand and apply widely used...