Unit Root Tests in Time Series Volume 2

KERRY PATTERSON Professor of Econometrics at the University of Reading, UK. He has established an international reputation in Econometrics and has published over 50 articles in leading journals, including the Journal of the Royal Statistical Society , the Review of Economics and Statistics , the Economic Journal and the International Journal of Forecasting . He is co-editor, with Terence Mills, of the Palgrave Handbook of Econometrics , Volumes 1 and 2, author of Unit Root Tests in Time Series , Volume 1, and author of a Primer for Unit Root Testing .