TY  - BOOK
AU  - Choi, In 
TI  - Almost all about unit roots: Foundations, developments, and applications 
SN  - 9781107482500
PY  - 2015///
CY  - New York 
PB  - Cambridge University Press
N2  - Unit root tests are one of the building blocks of modern time series analysis because processes that may be characterized as having a unit root appear in many areas of science such as economics, finance, political science and sociology. Furthermore, the presence or absence of a unit root has a decisive effect on the methodology used in subsequent inference. For these reasons, there have been an enormous number of papers studying unit root tests and their properties. In Choi's monograph accomplishes a monumental task: it delivers a comprehensive survey, an unabridged map of more than 30years of theoretical research on the subject
ER  -