• Johansen "Likelihood-based inference in cointegrated vector autoregressive models" (1995), Oxford University Press.
  This is a pretty technical and theoretical treatment.
• Juselius "The Cointegrated VAR Model: Methodology and Applications" (2006), Oxford University Press.
  This is a more applied threatment.

While both books have "cointegration/cointegrated" in their titles, they do discuss unit roots, too, as that is a prerequisite for cointegration analysis which you seem to be interested in as well.