Unit roots and structural breaks: a survey of the literature

Joseph P Byrne, Roger Perman

    Research output: Chapter in Book/Report/Conference proceedingChapter

    4 Citations (Scopus)
    Original languageEnglish
    Title of host publicationCointegration for the Applied Economist
    EditorsB Bhasjara Rao
    Place of PublicationBasingstoke
    PublisherPalgrave Macmillan
    ISBN (Print)9781403996145
    Publication statusPublished - 2007

    Cite this

    Byrne, J. P., & Perman, R. (2007). Unit roots and structural breaks: a survey of the literature. In B. Bhasjara Rao (Ed.), Cointegration for the Applied Economist Palgrave Macmillan.