(This article was originally published at Econometrics Beat: Dave Giles' Blog, and syndicated at StatsBlogs.)
The open-access journal, Econometrics (of which I'm happy to be an Editorial Board member), has recently published a special issue on the topic of "Unit Roots and Structural Breaks".
This issue is guest-edited by Pierre Perron, and it includes eight really terrific papers. You can find the special issue here.
Please comment on the article here: Econometrics Beat: Dave Giles' Blog
